Asymptotic efficiency of new exponentiality tests based on a characterization

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• 作者：Bojana Milošević
• 关键词：Testing of exponentiality ; Order statistics ; Bahadur efficiency ; U ; statistics ; 60F10 ; 62G10 ; 62G20 ; 62G30
• 刊名：Metrika
• 出版年：2016
• 出版时间：February 2016
• 年：2016
• 卷：79
• 期：2
• 页码：221-236
• 全文大小：502 KB
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• 作者单位：Bojana Milošević (1)
  
  1. Faculty of Mathematics, Univeristy of Belgrade, Studentski trg 16, Belgrade, Serbia
  
• 刊物类别：Mathematics and Statistics
• 刊物主题：Statistics
  Statistics
  Statistics for Business, Economics, Mathematical Finance and Insurance
  Probability Theory and Stochastic Processes
  Economic Theory
  
• 出版者：Physica Verlag, An Imprint of Springer-Verlag GmbH
• ISSN：1435-926X

文摘

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 Testing of exponentiality Order statistics Bahadur efficiency U-statistics