Please use this identifier to cite or link to this item: https://research.matf.bg.ac.rs/handle/123456789/171
Title: Asymptotic efficiency of new exponentiality tests based on a characterization
Authors: Milošević, Bojana 
Affiliations: Probability and Mathematical Statistics 
Keywords: Bahadur efficiency;Order statistics;Testing of exponentiality;U-statistics
Issue Date: 1-Feb-2016
Journal: Metrika
Abstract: 
Two new tests for exponentiality, of integral- and Kolmogorov-type, are proposed. They are based on a recent characterization and formed using appropriate V-statistics. Their asymptotic properties are examined and their local Bahadur efficiencies against some common alternatives are found. A class of locally optimal alternatives for each test is obtained. The powers of these tests, for some small sample sizes, are compared with different exponentiality tests.
URI: https://research.matf.bg.ac.rs/handle/123456789/171
ISSN: 00261335
DOI: 10.1007/s00184-015-0552-x
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