Tests of exponentiality based on Yanev-Chakraborty characterization, and their efficiency

2014/05/28 by Volkova, K. Y.
#FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.1405.7210

Abstract

We construct new tests of exponentiality based on Yanev-Chakraborty's characterization of exponential law. We calculate limiting distributions of new tests, local Bahadur efficiency for common alternatives and describe conditions of their local asymptotic optimality.

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