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

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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.

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Authors and Affiliations

  1. St. Petersburg State University, St. Petersburg, Russia

    K. Yu. Volkova

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  1. K. Yu. Volkova
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Correspondence to K. Yu. Volkova.

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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 368, 2009, pp. 95–109.

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Volkova, K.Y. On asymptotic efficiency of exponentiality tests based on Rossberg’s characterization. J Math Sci 167, 486–494 (2010). https://doi.org/10.1007/s10958-010-9934-9

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  • DOI: https://doi.org/10.1007/s10958-010-9934-9

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