Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations

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Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations. / Cuparic, Marija; Milosevic, Bojana ; Nikitin, Yakov Yu. ; Obradovic, Marko .

In: Applications of Mathematics, Vol. 65, No. 3, 01.06.2020, p. 245-255.

Research output: Contribution to journal › Article › peer-review

Author

Cuparic, Marija ; Milosevic, Bojana ; Nikitin, Yakov Yu. ; Obradovic, Marko . / Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations. In: Applications of Mathematics. 2020 ; Vol. 65, No. 3. pp. 245-255.

BibTeX

@article{c4e7f12466c54c77917700d6bfa0ed84,

title = "Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations",

abstract = "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. ",

keywords = "characterization of distributions, exponential distribution, U-statistic, efficiency, goodness-of-fit, asymptotic efficiency, V-statistics, characterization, test for exponentiality, 62G20, 62G10, EFFICIENCY",

author = "Marija Cuparic and Bojana Milosevic and Nikitin, {Yakov Yu.} and Marko Obradovic",

note = "Publisher Copyright: {\textcopyright} 2020, Mathematical Institute, Academy of Sciences of Cz.",

year = "2020",

month = jun,

day = "1",

doi = "DOI: 10.21136/AM.2020.0314-19",

language = "English",

volume = "65",

pages = "245--255",

journal = "Applications of Mathematics",

issn = "0862-7940",

publisher = "Springer Nature",

number = "3",

}

RIS

TY - JOUR

T1 - Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations

AU - Cuparic, Marija

AU - Milosevic, Bojana

AU - Nikitin, Yakov Yu.

AU - Obradovic, Marko

PY - 2020/6/1

Y1 - 2020/6/1

N2 - 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.

AB - 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.

KW - characterization of distributions

KW - exponential distribution

KW - U-statistic

KW - efficiency

KW - goodness-of-fit

KW - asymptotic efficiency

KW - V-statistics

KW - characterization

KW - test for exponentiality

KW - 62G20

KW - 62G10

KW - EFFICIENCY

UR - https://www.mendeley.com/catalogue/adbfa261-cfe9-3403-b56e-15184a4aebb7/

UR - http://www.scopus.com/inward/record.url?scp=85087075188&partnerID=8YFLogxK

U2 - DOI: 10.21136/AM.2020.0314-19

DO - DOI: 10.21136/AM.2020.0314-19

M3 - Article

VL - 65

SP - 245

EP - 255

JO - Applications of Mathematics

JF - Applications of Mathematics

SN - 0862-7940

IS - 3

ER -

ID: 53651166