Goodness-of-fit tests for exponentiality based on Yanev-Chakraborty characterization and their efficiencies

Standard

Goodness-of-fit tests for exponentiality based on Yanev-Chakraborty characterization and their efficiencies. / Волкова, Ксения Юрьевна.

2015. 156-159 Реферат от 19th European Young Statisticians Meeting, Прага, Чехия.

Результаты исследований: Материалы конференций › тезисы › Рецензирование

BibTeX

@conference{53fd9767e55846a18f17a7dd58cedda0,

title = "Goodness-of-fit tests for exponentiality based on Yanev-Chakraborty characterization and their efficiencies",

abstract = ": Two scale-free goodness-of-fit tests for exponentiality based on the recent characterization of exponential law by Yanev and Chakraborty are proposed. Test statistics are functionals of $U$-empirical processes. The first of these statistics is of integral type, it is similar to the classical statistics $\omega_n^1.$ The second one is a Kolmogorov type statistic. The limiting distribution and large deviations asymptotic of new statistics under null hypothesis are described. Their local Bahadur efficiency for parametric alternatives is calculated. The Kolmogorov type statistic is not asymptotically normal, therefore we evaluate the critical values by using Monte-Carlo methods. For small sample size efficiencies are compared with simulated powers of new tests. Also conditions of local asymptotic optimality of new statistics in the sense of Bahadur are discussed and examples of such special alternatives are given.",

author = "Волкова, {Ксения Юрьевна}",

year = "2015",

language = "русский",

pages = "156--159",

note = "19th European Young Statisticians Meeting ; Conference date: 31-08-2015 Through 04-09-2015",

url = "http://eysm2015.karlin.mff.cuni.cz/",

}

RIS

TY - CONF

T1 - Goodness-of-fit tests for exponentiality based on Yanev-Chakraborty characterization and their efficiencies

AU - Волкова, Ксения Юрьевна

PY - 2015

Y1 - 2015

N2 - : Two scale-free goodness-of-fit tests for exponentiality based on the recent characterization of exponential law by Yanev and Chakraborty are proposed. Test statistics are functionals of $U$-empirical processes. The first of these statistics is of integral type, it is similar to the classical statistics $\omega_n^1.$ The second one is a Kolmogorov type statistic. The limiting distribution and large deviations asymptotic of new statistics under null hypothesis are described. Their local Bahadur efficiency for parametric alternatives is calculated. The Kolmogorov type statistic is not asymptotically normal, therefore we evaluate the critical values by using Monte-Carlo methods. For small sample size efficiencies are compared with simulated powers of new tests. Also conditions of local asymptotic optimality of new statistics in the sense of Bahadur are discussed and examples of such special alternatives are given.

AB - : Two scale-free goodness-of-fit tests for exponentiality based on the recent characterization of exponential law by Yanev and Chakraborty are proposed. Test statistics are functionals of $U$-empirical processes. The first of these statistics is of integral type, it is similar to the classical statistics $\omega_n^1.$ The second one is a Kolmogorov type statistic. The limiting distribution and large deviations asymptotic of new statistics under null hypothesis are described. Their local Bahadur efficiency for parametric alternatives is calculated. The Kolmogorov type statistic is not asymptotically normal, therefore we evaluate the critical values by using Monte-Carlo methods. For small sample size efficiencies are compared with simulated powers of new tests. Also conditions of local asymptotic optimality of new statistics in the sense of Bahadur are discussed and examples of such special alternatives are given.

UR - http://eysm2015.karlin.mff.cuni.cz/EYSM2015-proceedings.pdf

M3 - тезисы

SP - 156

EP - 159

T2 - 19th European Young Statisticians Meeting

Y2 - 31 August 2015 through 4 September 2015

ER -

ID: 9318279