Asymptotic efficiency of new exponentiality tests based on a characterization
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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.
KeywordsTesting of exponentiality Order statistics Bahadur efficiency U-statistics
Mathematics Subject Classification60F10 62G10 62G20 62G30
We would like to thank the Editor and the Referee for their very useful remarks.
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