An Empirical Power Comparison of Three Tests of Exponentiality Under Mixture‐ and Outlier‐Models

Abstract We present the results of an empirical power study of three prominent goodness‐of‐fit tests for exponentiality due to Shapiro and Wilk (1972), Durbin (1975), and Tiku (1980) by considering the mixture‐ and the outlier‐ exponential models as alternatives. This study is on similar lines as those of Dyer and Harbin (1981) and Balakrishnan (1983). We show that Tiku's test is on the whole considerably more powerful than the other two tests.