Journal of Mathematical Sciences

, Volume 167, Issue 4, pp 486–494 | Cite as

On asymptotic efficiency of exponentiality tests based on Rossberg’s characterization

Article
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We construct new tests of exponentiality based on Rossberg’s characterization of the exponential law. We compute limiting distributions of new tests, local Bahadur efficiency for common alternatives, and describe conditions of their local asymptotic optimality. Bibliography: 13 titles.

Keywords

Russia Limit Distribution Test Base Asymptotic Optimality Asymptotic Efficiency 
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Copyright information

© Springer Science+Business Media, Inc. 2010

Authors and Affiliations

  1. 1.St. Petersburg State UniversitySt. PetersburgRussia

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