Research output: Contribution to journal › Article › peer-review
Exponentiality Tests Based on Ahsanullah’s Characterization and Their Efficiency. / Volkova, K.Y.; Nikitin, Y.Y.
In: Journal of Mathematical Sciences, No. 1, 2015, p. 42-54.Research output: Contribution to journal › Article › peer-review
}
TY - JOUR
T1 - Exponentiality Tests Based on Ahsanullah’s Characterization and Their Efficiency
AU - Volkova, K.Y.
AU - Nikitin, Y.Y.
PY - 2015
Y1 - 2015
N2 - © 2014, Springer Science+Business Media New York.We construct integral and supremum type tests of exponentiality based on Ahsanullah’s characterization of the exponential law. We discuss limiting distributions and large deviations of new test statistics under the null-hypothesis and calculate their local Bahadur efficiency under common parametric alternatives. Conditions of local optimality of the new statistics are given. Bibliography: 33 titles.
AB - © 2014, Springer Science+Business Media New York.We construct integral and supremum type tests of exponentiality based on Ahsanullah’s characterization of the exponential law. We discuss limiting distributions and large deviations of new test statistics under the null-hypothesis and calculate their local Bahadur efficiency under common parametric alternatives. Conditions of local optimality of the new statistics are given. Bibliography: 33 titles.
U2 - 10.1007/s10958-014-2185-4
DO - 10.1007/s10958-014-2185-4
M3 - Article
SP - 42
EP - 54
JO - Journal of Mathematical Sciences
JF - Journal of Mathematical Sciences
SN - 1072-3374
IS - 1
ER -
ID: 4001444