Back to Search Start Over

Asymptotic efficiency of new exponentiality tests based on a characterization.

Authors :
Milošević, Bojana
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