Asymptotic efficiency of new exponentiality tests based on a characterization

Bojana Milošević ()

Metrika: International Journal for Theoretical and Applied Statistics, 2016, vol. 79, issue 2, 236 pages

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. Copyright Springer-Verlag Berlin Heidelberg 2016

Keywords: Testing of exponentiality; Order statistics; Bahadur efficiency; U-statistics; 60F10; 62G10; 62G20; 62G30 (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:spr:metrik:v:79:y:2016:i:2:p:221-236

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DOI: 10.1007/s00184-015-0552-x

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