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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 |
Appears in Collections: | Research outputs |
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