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  • IMJournal

    Accepted author manuscript, 361 KB, PDF document

DOI

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. 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.

Original languageEnglish
Pages (from-to)245-255
Number of pages11
JournalApplications of Mathematics
Volume65
Issue number3
Early online date21 May 2020
DOIs
StatePublished - 1 Jun 2020

    Scopus subject areas

  • Mathematics(all)
  • Applied Mathematics

    Research areas

  • goodness-of-fit, asymptotic efficiency, V-statistics, characterization, test for exponentiality, 62G20, 62G10, EFFICIENCY

ID: 53651166