A test for independence in a multivariate exponential distribution with equal correlation coefficients

DOI10.1080/00949658208810545zbMath0489.62047OpenAlexW1982633265MaRDI QIDQ3951397

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Publication date: 1982

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658208810545

zbMATH Keywords

critical valuesrank statisticmultivariate exponential distributionequal correlation coefficientstesting total independence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Exact distribution theory in statistics (62E15)

Related Items (5)

On estimation of the correlation coefficient in moran-downton multivariate exponential distribution ⋮ Testing for a class of bivariate exponential distributions ⋮ Estimation of parametric functions in Downton's bivariate exponential distribution ⋮ The maximum distribution of Kibble's bivariate gamma random vector ⋮ Bayes estimation of Moran–Downton bivariate exponential distribution based on censored samples

Cites Work

• Estimators for the correlation coefficient in a bivariate exponential distribution

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