Revistes Publicacions URV: SORT - Statistics and Operations Research Transactions> 2019

New L2-type exponentiality tests

  • Identification data

    Identifier: RP:3407
    Handle: https://hdl.handle.net/20.500.11797/RP3407
    Authors:
    Obradović, MarkoMilosević, BojanaCuparić, Marija
    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.

  • Others:

    URV's Author/s: Obradović, Marko Milosević, Bojana Cuparić, Marija
    Keywords: Goodness-of-fit, exponential distribution, Laplace transform, Bahadur efficiency, V-statistics with estimated parameters
    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.
    Journal publication year: 2019
    Publication Type: info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article

  • Keywords:

    Goodness-of-fit, exponential distribution, Laplace transform, Bahadur efficiency, V-statistics with estimated parameters

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