EMIS ELibM Electronic Journals Publications de l’Institut Mathématique, Nouvelle Série
Vol. 100[114], No. 1/1, pp. 107–117 (2016)

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SOME CHARACTERIZATION BASED EXPONENTIALITY TESTS AND THEIR BAHADUR EFFICIENCIES

Bojana Milošević, Marko Obradović

Faculty of Mathematics, University of Belgrade, Belgrade, Serbia

Abstract: We propose new exponentiality tests based on a recent characterization. We construct integral and Kolmogorov-type statistics, derive their asymptotics and calculate the Bahadur efficiency against some common alternatives. We also obtain a class of locally optimal alternatives for each test. In case of small samples tests are compared with some common exponentiality tests.

Keywords: goodness-of-fit tests; order statistics; Bahadur efficiency; U-statistics

Classification (MSC2000): 62G10; 62G20; 62G30

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Electronic fulltext finalized on: 8 Nov 2016. This page was last modified: 14 Nov 2016.

© 2016 Mathematical Institute of the Serbian Academy of Science and Arts
© 2016 FIZ Karlsruhe / Zentralblatt MATH for the EMIS Electronic Edition