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https://research.matf.bg.ac.rs/handle/123456789/1827| Title: | Some characterization based exponentiality tests and their Bahadur efficiencies | Authors: | Milošević, Bojana Obradović, Marko |
Affiliations: | Probability and Mathematical Statistics Probability and Mathematical Statistics |
Issue Date: | 2015 | Rank: | M34 | Related Publication(s): | The 7th International Conference on Probability and Statistics | Conference: | International Conference on Probability and Statistics(7 ; 2015 ; Smolenice) | Abstract: | In this paper 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. |
URI: | https://research.matf.bg.ac.rs/handle/123456789/1827 |
| Appears in Collections: | Research outputs |
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