Abstract The article discusses the problems related to the identification of the exponential probability distribution with use of the basic statistical consistency tests for continuous distributions, modified for testing the exponentiality of the distribution, especially Kolmogorov λ test. With use of simulation methods, the ability to differentiate the exponential distribution from other distributions out of gamma family and power distribution, depending on the parameters of the distributions and the quantity of the random sample. For small samples the composite hypothesis was tested. Out of transportation area few samples were presented, where the verification of the hypothesis, that the sample originates from the exponential distribution, was significant.
Archives of Transport – de Gruyter
Published: Dec 1, 2012