Please use this identifier to cite or link to this item: https://research.matf.bg.ac.rs/handle/123456789/1839
Title: L²-type exponentiality tests based on V-empirical Laplace transform and Puri-Rubin characterization
Authors: Cuparić, Marija 
Milošević, Bojana 
Obradović, Marko 
Affiliations: Probability and Mathematical Statistics 
Probability and Mathematical Statistics 
Probability and Mathematical Statistics 
Issue Date: 2018
Rank: M34
Publisher: Kragujevac : Prirodno-matematički fakultet
Related Publication(s): Book of Abstracts XIV Serbian Mathematical Congress
Conference: Serbian Mathematical Congress=Srpski matematički kongres SMAK 2018(14 ; 2018 ; Kragujevac)
Abstract: 
In this paper we propose new goodness-of-fit tests that employ the equidistribution characterization of the exponential distribution due to Puri and Rubin. Based on V-empirical Laplace transforms of equidistributed statistics, test statistics of L²-type are constructed. They are degenerate V-statistics with estimated parameters. Their asymptotic properties are derived. To assess their quality, the approximate Bahadur efficiency is used. For small sample sizes, a simulated power study is performed. The tests are shown to be very efficient and powerful in comparison to many other exponentiality tests.
URI: https://research.matf.bg.ac.rs/handle/123456789/1839
Appears in Collections:Research outputs

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