New consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficiencies

被引：6

作者：

Cuparic, Marija ^{[1
]}

Milosevic, Bojana ^{[1
]}

Obradovic, Marko ^{[1
]}

机构：

[1] Univ Belgrade, Fac Math, Belgrade, Serbia

来源：

REVISTA DE LA REAL ACADEMIA DE CIENCIAS EXACTAS FISICAS Y NATURALES SERIE A-MATEMATICAS | 2022年 / 116卷 / 01期

关键词：

Goodness-of-fit; Exponential distribution; Laplace transform; Bahadur efficiency; V-statistics; OF-FIT TEST; ASYMPTOTIC EFFICIENCY; ORDER-STATISTICS; LARGE DEVIATIONS; CONVERGENCE; FAMILIES;

D O I：

10.1007/s13398-021-01184-3

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We present new consistent goodness-of-fit tests for exponential distribution, based on the Desu characterization. The test statistics represent theweighted L-2 and L-infinity distances between appropriate V-empirical Laplace transforms of random variables that appear in the characterization. In addition, we perform an extensive comparison of Bahadur efficiencies of different recent and classical exponentiality tests. We also present the empirical powers of new tests.

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页数：26

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