Henze, Norbert; Meintanis, Simos G. - In: Metrika 61 (2005) 1, pp. 29-45
A wide selection of classical and recent tests for exponentiality are discussed and compared. The classical procedures include the statistics of Kolmogorov-Smirnov and Cramér-von Mises, a statistic based on spacings, and a method involving the score function. Among the most recent approaches...