Результаты исследований: Научные публикации в периодических изданиях › статья
Tests for exponentiality against NBRUE alternative life distributions. / Meintanis, S.; Nikitin, Ya.Yu.; Tchirina, A.V.
в: International Journal of Statistics and Management System, Том 2, № 1-2, 2007, стр. 31-43.Результаты исследований: Научные публикации в периодических изданиях › статья
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TY - JOUR
T1 - Tests for exponentiality against NBRUE alternative life distributions
AU - Meintanis, S.
AU - Nikitin, Ya.Yu.
AU - Tchirina, A.V.
PY - 2007
Y1 - 2007
N2 - The empirical Laplace transform is utilized to construct a family of tests for the null hypothesis that a random variable is exponentially distributed. The tests are consistent against the ‘new better than renewal used in expectation’ (NBRUE) class of alternatives. The limiting distribution of the test statistics is derived in case of a general underlying distribution, and the exact local Bahadur efficiency is calculated for several families of alternatives. The finite–sample properties of the proposed procedures are investigated via simulation.
AB - The empirical Laplace transform is utilized to construct a family of tests for the null hypothesis that a random variable is exponentially distributed. The tests are consistent against the ‘new better than renewal used in expectation’ (NBRUE) class of alternatives. The limiting distribution of the test statistics is derived in case of a general underlying distribution, and the exact local Bahadur efficiency is calculated for several families of alternatives. The finite–sample properties of the proposed procedures are investigated via simulation.
M3 - Article
VL - 2
SP - 31
EP - 43
JO - International Journal of Statistics and Management System
JF - International Journal of Statistics and Management System
SN - 0973-7359
IS - 1-2
ER -
ID: 5013328