Affiliation:
1. Faculty of Mathematics, Belgrade
Abstract
We propose new exponentiality tests based on a recent characterization. We
construct integral and Kolmogorov-type statistics, derive their asymptotics
and calculate the Bahadur efficiency against some common alternatives. We
also obtain a class of locally optimal alternatives for each test. In case of
small samples tests are compared with some common exponentiality tests.
Funder
Ministry of Education, Science and Technological Development of the Republic of Serbia
Publisher
National Library of Serbia
Cited by
7 articles.
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