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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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