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Title: Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations (English)
Author: Cuparić, Marija
Author: Milošević, Bojana
Author: Nikitin, Yakov Yu.
Author: Obradović, Marko
Language: English
Journal: Applications of Mathematics
ISSN: 0862-7940 (print)
ISSN: 1572-9109 (online)
Volume: 65
Issue: 3
Year: 2020
Pages: 245-255
Summary lang: English
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Category: math
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Summary: We present new goodness-of-fit tests for the exponential distribution based on equidistribution type characterizations. For the construction of the test statistics, we employ an $L^2$-distance between the corresponding V-empirical distribution functions. The resulting test statistics are V-statistics, free of the scale parameter. \endgraf The quality of the tests is assessed through local Bahadur efficiencies as well as the empirical power for small and moderate sample sizes. According to both criteria, for many common alternatives, our tests perform better than the integral and Kolmogorov-type tests based on the same characterizations. (English)
Keyword: goodness-of-fit
Keyword: asymptotic efficiency
Keyword: V-statistics
Keyword: characterization
Keyword: test for exponentiality
MSC: 62G10
MSC: 62G20
idZBL: 07217108
idMR: MR4114250
DOI: 10.21136/AM.2020.0314-19
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Date available: 2020-06-10T13:09:12Z
Last updated: 2022-07-04
Stable URL: http://hdl.handle.net/10338.dmlcz/148141
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