Asymptotic Efficiency of New Exponentiality Tests Based on a Characterization
Methodology
2015-03-20 v1
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.
Keywords
Cite
@article{arxiv.1503.05754,
title = {Asymptotic Efficiency of New Exponentiality Tests Based on a Characterization},
author = {Bojana Milošević},
journal= {arXiv preprint arXiv:1503.05754},
year = {2015}
}