Some characterization based exponentiality tests and their Bahadur efficiencies | Zendy

Bojana Milošević | Zendy; M Obradović | Zendy

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Some characterization based exponentiality tests and their Bahadur efficiencies

Author(s) -

Bojana Milošević,

M Obradović

Publication year - 2016

Publication title -

publications de l institut mathematique

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.246

H-Index - 17

eISSN - 1820-7405

pISSN - 0350-1302

DOI - 10.2298/pim1614107m

Subject(s) - mathematics , characterization (materials science) , statistics , class (philosophy) , statistical hypothesis testing , statistical physics , econometrics , physics , computer science , artificial intelligence , optics

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.

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