New consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficiencies View Full Text


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Article Info

DATE

2021-11-26

AUTHORS

Marija Cuparić, Bojana Milošević, Marko Obradović

ABSTRACT

We present new consistent goodness-of-fit tests for exponential distribution, based on the Desu characterization. The test statistics represent the weighted L2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^2$$\end{document} and L∞\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^{\infty }$$\end{document} distances between appropriate V-empirical Laplace transforms of random variables that appear in the characterization. In addition, we perform an extensive comparison of Bahadur efficiencies of different recent and classical exponentiality tests. We also present the empirical powers of new tests. More... »

PAGES

42

References to SciGraph publications

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  • 1991-09. A class of consistent tests for exponentiality based on the empirical Laplace transform in ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
  • 2015-06-02. Asymptotic efficiency of new exponentiality tests based on a characterization in METRIKA
  • 2005-05. Bahadur efficiency and local optimality of a test for exponentiality based on the Moran statistics in JOURNAL OF MATHEMATICAL SCIENCES
  • 2016-08-30. New class of exponentiality tests based on U-empirical Laplace transform in STATISTICAL PAPERS
  • 2013-10-17. Testing for the bivariate Poisson distribution in METRIKA
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  • 2018-09-22. New Characterization-Based Symmetry Tests in BULLETIN OF THE MALAYSIAN MATHEMATICAL SCIENCES SOCIETY
  • Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/s13398-021-01184-3

    DOI

    http://dx.doi.org/10.1007/s13398-021-01184-3

    DIMENSIONS

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