New L2-type exponentiality tests

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New L2-type exponentiality tests - RP:3407

Handle:

https://hdl.handle.net/20.500.11797/RP3407

Autor/s de la URV:	Obradović, Marko Milosević, Bojana Cuparić, Marija
Any de publicació de la revista:	2019

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Fitxer	Descripció	Format
DocumentPrincipal	DocumentPrincipal	application/pdf

Descripció:	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.
Cobertura:	eng
Títol:	New L2-type exponentiality tests
Matèria:	Goodness-of-fit, exponential distribution, Laplace transform, Bahadur efficiency, V-statistics with estimated parameters
Format:	application/pdf
Autor:	Obradović, Marko Milosević, Bojana Cuparić, Marija
Tipus:	SORT:ART info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article
Data:	2019
Editor:	Universitat Rovira i Virgili Universitat de Lleida Universitat de Girona Universitat Pompeu Fabra Universitat Politècnica de Catalunya Universitat Autònoma de Barcelona Universitat de Barcelona Institut d'Estadística de Catalunya

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