Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations

Marija Cuparić; Bojana Milošević; Yakov Yu. Nikitin; Marko Obradović

Applications of Mathematics (2020)

  • Volume: 65, Issue: 3, page 245-255
  • ISSN: 0862-7940

Abstract

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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.

How to cite

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Cuparić, Marija, et al. "Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations." Applications of Mathematics 65.3 (2020): 245-255. <http://eudml.org/doc/297082>.

@article{Cuparić2020,
abstract = {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.},
author = {Cuparić, Marija, Milošević, Bojana, Nikitin, Yakov Yu., Obradović, Marko},
journal = {Applications of Mathematics},
keywords = {goodness-of-fit; asymptotic efficiency; V-statistics; characterization; test for exponentiality},
language = {eng},
number = {3},
pages = {245-255},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations},
url = {http://eudml.org/doc/297082},
volume = {65},
year = {2020},
}

TY - JOUR
AU - Cuparić, Marija
AU - Milošević, Bojana
AU - Nikitin, Yakov Yu.
AU - Obradović, Marko
TI - Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations
JO - Applications of Mathematics
PY - 2020
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 65
IS - 3
SP - 245
EP - 255
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.
LA - eng
KW - goodness-of-fit; asymptotic efficiency; V-statistics; characterization; test for exponentiality
UR - http://eudml.org/doc/297082
ER -

References

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