Please use this identifier to cite or link to this item: https://research.matf.bg.ac.rs/handle/123456789/1863
Title: New class of supremum-type exponentiality tests based on V-empirical Laplace transforms 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: 2019
Rank: M31
Publisher: Belgrade : Faculty of Mathematics
Related Publication(s): 21st European Young Statisticians Meeting EYSM 2019 : Proceedings
Conference: European Young Statisticians Meeting EYSM(21 ; 2019 ; Belgrade)
Abstract: 
We propose a new class of scale free goodness-of-fit tests for the exponential distribution based on the Puri-Rubin characterization. For the construction of test statistics we employ weighted L\infty distance between V-empirical Laplace transforms of the random variables that appear in the characterization. We derive the asymptotic properties, and to assess the quality of the tests, we calculate the approximate Bahadur efficiency for some common close alternatives. 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/123456789/1863
Appears in Collections:Research outputs

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