New L2-type exponentiality tests
Cuparić, Marija (University of Belgrade. Faculty of Mathematics)
Milosević, Bojana (University of Belgrade. Faculty of Mathematics)
Obradović, Marko (University of Belgrade. Faculty of Mathematics)

Date:	2019
Abstract:	We introduce new consistent and scale-free goodness-of-fit tests for the exponential distribution based on the Puri-Rubin characterization. For the construction of test statistics we employ weighted L2 distance between V-empirical Laplace transforms of random variables that appear in the characterization. We derive the asymptotic behaviour under the null hypothesis as well as under fixed alternatives. We compare our tests, in terms of the Bahadur efficiency, to the likelihood ratio test, as well as some recent characterization based goodness-of-fit tests for the exponential distribution. We also compare the power of our tests to the power of some recent and classical exponentiality tests. According to both criteria, our tests are shown to be strong and outperform most of their competitors.
Rights:	Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial, la distribució, i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades.
Language:	Anglès
Document:	Article ; recerca ; Versió publicada
Subject:	Goodness-of-fit ; Exponential distribution ; Laplace transform ; Bahadur efficiency ; V-statistics with estimated parameters
Published in:	SORT : statistics and operations research transactions, Vol. 43 Núm. 1 (January-June 2019) , p. 25-50 (Articles) , ISSN 2013-8830

Adreça alternativa: https://raco.cat/index.php/SORT/article/view/356180
DOI: 10.2436/20.8080.02.78

26 p, 447.4 KB

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