English

New consistent exponentiality tests based on $V$-empirical Laplace transforms with comparison of efficiencies

Statistics Theory 2022-02-18 v2 Methodology Statistics Theory

Abstract

We present new consistent goodness-of-fit tests for exponential distribution, based on the Desu characterization. The test statistics represent the weighted L2L^2 and LL^{\infty} distances between appropriate V-empirical Laplace transforms of random variables that appear in the characterization. In addition, we perform an extensive comparison of Bahadur efficiencies of different recent and classical exponentiality tests. We also present the empirical powers of new tests.

Keywords

Cite

@article{arxiv.1904.00840,
  title  = {New consistent exponentiality tests based on $V$-empirical Laplace transforms with comparison of efficiencies},
  author = {Marija Cuparić and Bojana Milošević and Marko Obradović},
  journal= {arXiv preprint arXiv:1904.00840},
  year   = {2022}
}
R2 v1 2026-06-23T08:25:24.510Z