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Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations. / Cuparic, Marija; Milosevic, Bojana ; Nikitin, Yakov Yu. ; Obradovic, Marko .
в: Applications of Mathematics, Том 65, № 3, 01.06.2020, стр. 245-255.Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
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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
N1 - Publisher Copyright: © 2020, Mathematical Institute, Academy of Sciences of Cz.
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