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Asymptotic efficiency of new exponentiality tests based on a characterization

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Abstract

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.

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Acknowledgments

We would like to thank the Editor and the Referee for their very useful remarks.

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Authors and Affiliations

  1. Faculty of Mathematics, Univeristy of Belgrade, Studentski trg 16, Belgrade, Serbia

    Bojana Milošević

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  1. Bojana Milošević
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Correspondence to Bojana Milošević.

Additional information

Research was supported by Ministry of Science of the Republic of Serbia, Grant No. 174012.

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Milošević, B. Asymptotic efficiency of new exponentiality tests based on a characterization. Metrika 79, 221–236 (2016). https://doi.org/10.1007/s00184-015-0552-x

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  • DOI: https://doi.org/10.1007/s00184-015-0552-x

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