| Article ID: | iaor20118340 |
| Volume: | 7 |
| Issue: | 1 |
| Start Page Number: | 67 |
| End Page Number: | 86 |
| Publication Date: | Jan 2011 |
| Journal: | Pakistan Journal of Statistics and Operation Research |
| Authors: | Allam Suzanne |
| Keywords: | Monte Carlo method, distribution fitting |
The goodness‐of‐fit test of Towhidi and Salmanpour (2007), which is based on the empirical characteristic function is used for testing the fit of the generalized exponential distribution. Monte Carlo procedures are employed to obtain the empirical percentage points for the test statistic. In addition, an extensive power study is conducted to compare the performance of this test against the well known goodness‐of‐fit tests which are based on empirical distribution function.