TY - JOUR

T1 - Bahadur efficiency of a test of exponentiality based on a loss-of-memory type functional equation

AU - Nikitin, Ya Yu

PY - 1996/1/1

Y1 - 1996/1/1

N2 - A test of exponentiality of Kolmogorov-Smirnov type based on a simplified variant of loss-of-memory property and proposed by Angus [3] is considered. We find corresponding large-deviation asymptotics under the null-hypothesis reducing the problem to large deviations of U-statistics with a special kernel. As a corollary, Bahadur local efficiency of Angus test is calculated for most commonly used parametric alternatives to exponentiality.

AB - A test of exponentiality of Kolmogorov-Smirnov type based on a simplified variant of loss-of-memory property and proposed by Angus [3] is considered. We find corresponding large-deviation asymptotics under the null-hypothesis reducing the problem to large deviations of U-statistics with a special kernel. As a corollary, Bahadur local efficiency of Angus test is calculated for most commonly used parametric alternatives to exponentiality.

KW - Bahadur slope

KW - Consistency

KW - Exponential distribution

KW - Large deviations

KW - Memoryless property

KW - U-statistics

UR - http://www.scopus.com/inward/record.url?scp=0012492657&partnerID=8YFLogxK

U2 - 10.1080/10485259608832660

DO - 10.1080/10485259608832660

M3 - Article

AN - SCOPUS:0012492657

VL - 6

SP - 13

EP - 26

JO - Journal of Nonparametric Statistics

JF - Journal of Nonparametric Statistics

SN - 1048-5252

IS - 1

ER -