TY - JOUR

T1 - Bahadur efficiency and local optimality of a test for the exponential distribution based on the gini statistic

AU - Nikitin, Ya Yu

AU - Tchirina, A. V.

PY - 1996/1/1

Y1 - 1996/1/1

N2 - The sample scale-free Gini index is known to be a powerful test of exponentiality against a broad class of alternatives. To understand better the efficiency properties of this test we calculate its Bahadur efficiency for most commonly used parametric alternatives to the exponential distribution. Using variational arguments and the Bahadur-Raghavachari inequality for exact slopes we find the conditions of local Bahadur optimality of the Gini test. It turns out that this property surprisingly holds for a family of alternative distributions including the well-known GompertzMakeham distribution.

AB - The sample scale-free Gini index is known to be a powerful test of exponentiality against a broad class of alternatives. To understand better the efficiency properties of this test we calculate its Bahadur efficiency for most commonly used parametric alternatives to the exponential distribution. Using variational arguments and the Bahadur-Raghavachari inequality for exact slopes we find the conditions of local Bahadur optimality of the Gini test. It turns out that this property surprisingly holds for a family of alternative distributions including the well-known GompertzMakeham distribution.

UR - http://www.scopus.com/inward/record.url?scp=0039791765&partnerID=8YFLogxK

U2 - 10.1007/BF02589587

DO - 10.1007/BF02589587

M3 - Article

AN - SCOPUS:0039791765

VL - 5

SP - 163

EP - 175

JO - Statistical Methods and Applications

JF - Statistical Methods and Applications

SN - 1618-2510

IS - 1

ER -