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Asymptotic efficiency of new exponentiality tests based on a characterization.
- Source :
-
Metrika . Feb2016, Vol. 79 Issue 2, p221-236. 16p. - Publication Year :
- 2016
-
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. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00261335
- Volume :
- 79
- Issue :
- 2
- Database :
- Academic Search Index
- Journal :
- Metrika
- Publication Type :
- Academic Journal
- Accession number :
- 112403258
- Full Text :
- https://doi.org/10.1007/s00184-015-0552-x