Asymptotic efficiency of new exponentiality tests based on a characterization

被引：15

作者：

Milosevic, Bojana ^{[1
]}

机构：

[1] Univ Belgrade, Fac Math, Studentski Trg 16, Belgrade, Serbia

来源：

METRIKA | 2016年 / 79卷 / 02期

关键词：

Testing of exponentiality; Order statistics; Bahadur efficiency; U-statistics; CONVERGENCE;

D O I：

10.1007/s00184-015-0552-x

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：221 / 236

页数：16

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