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https://research.matf.bg.ac.rs/handle/123456789/159| Title: | Some characterization based exponentiality tests and their bahadur efficiencies | Authors: | Milošević, Bojana Obradović, Marko |
Affiliations: | Probability and Mathematical Statistics Probability and Mathematical Statistics |
Keywords: | Bahadur efficiency;Goodness-of-fit tests;Order statistics;U-statistics | Issue Date: | 1-Jan-2016 | Journal: | Publications de l'Institut Mathematique | Abstract: | We propose new exponentiality tests based on a recent characterization. We construct integral and Kolmogorov-type statistics, derive their asymptotics and calculate the Bahadur efficiency against some common alternatives. We also obtain a class of locally optimal alternatives for each test. In case of small samples tests are compared with some common exponentiality tests. |
URI: | https://research.matf.bg.ac.rs/handle/123456789/159 | ISSN: | 03501302 | DOI: | 10.2298/PIM1614107M |
| Appears in Collections: | Research outputs |
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