Tests of exponentiality based on Arnold-Villasenor characterization and their efficiencies
From MaRDI portal
Publication:1663208
Abstract: We propose two families of scale-free exponentiality tests based on the recent characterization of exponentiality by Arnold and Villasenor. The test statistics are based on suitable functionals of U-empirical distribution functions. The family of integral statistics can be reduced to V- or U-statistics with relatively simple non-degenerate kernels. They are asymptotically normal and have reasonably high local Bahadur efficiency under common alternatives. This efficiency is compared with simulated powers of new tests. On the other hand, the Kolmogorov type tests demonstrate very low local Bahadur efficiency and rather moderate power for common alternatives,and can hardly be recommended to practitioners. We also explore the conditions of local asymptotic optimality of new tests and describe for both families special "most favorable" alternatives for which the tests are fully efficient.
Recommendations
- Asymptotic efficiency of new exponentiality tests based on a characterization
- Exponentiality tests based on Ahsanullah's characterization and their efficiency
- Some characterization based exponentiality tests and their Bahadur efficiencies
- Efficiency of exponentiality tests based on a special property of exponential distribution
- On asymptotic efficiency of exponentiality tests based on Rossberg's characterization
- Testing exponentiality based on characterizations of the exponential distribution
- Exponentiality tests based on Basu characterization
- New tests for exponentiality based on a characterization with random shift
- Asymptotic efficiency of exponentiality tests based on order statistics characterization
- A class of tests for exponentiality based on a continuum of moment conditions
Cites work
- scientific article; zbMATH DE number 5867453 (Why is no real title available?)
- scientific article; zbMATH DE number 3495522 (Why is no real title available?)
- scientific article; zbMATH DE number 1250155 (Why is no real title available?)
- scientific article; zbMATH DE number 491591 (Why is no real title available?)
- scientific article; zbMATH DE number 3233336 (Why is no real title available?)
- scientific article; zbMATH DE number 3406955 (Why is no real title available?)
- A Class of Statistics with Asymptotically Normal Distribution
- A Goodness-of-fit Test for Exponentiality Based on the Memoryless Property
- A class of goodness-of-fit tests based on a new characterization of the exponential distribution
- A condition under which the Pitman and Bahadur approaches to efficiency coincide
- A new flexible class of omnibus tests for exponentiality
- A note on mixed exponential distribution with negative weights
- A test for new better than used
- Asymptotic Efficiency of Nonparametric Tests
- Asymptotic efficiency of exponentiality tests based on order statistics characterization
- Asymptotic theory of statistics and probability
- Bahadur efficiency and local optimality of a test for the exponential distribution based on the gini statistic
- Bahadur efficiency of a test of exponentiality based on a loss-of-memory type functional equation
- Characterizations of exponential distribution based on sample of size three.
- Convergence of a class of empirical distribution functions of dependent random variables
- Efficiency and local optimality of nonparametric tests based on U- and V-statistics
- Exponential characterizations motivated by the structure of order statistics in samples of size two
- GOODNESS-OF-FIT TESTS BASED ON A NEW CHARACTERIZATION OF THE EXPONENTIAL DISTRIBUTION
- Glivenko-Cantelli properties of some generalized empirical DF's and strong convergence of generalized L-statistics
- Goodness-of-fit tests for exponentiality based on a loss-of-memory type functional equation
- Handbook of linear partial differential equations for engineers and scientists
- Large deviations of U-empirical Kolmogorov-Smirnov tests and their efficiency
- Recent and classical tests for exponentiality: a partial review with comparisons
- Rough asymptotics of probabilities of Chernoff type large deviations for von Mises functionals and \(U\)-statistics.
- Stochastic Comparison of Tests
- Testing exponentiality based on characterizations of the exponential distribution
- Testing for new is better than used in expectation
- Tests of Fit for Exponentiality based on the Empirical Laplace Transform
- Tests of fit for exponentiality based on a characterization via the mean residual life function
- Use of mean residual life in testing departures from exponentiality
Cited in
(22)- An `apples to apples' comparison of various tests for exponentiality
- New consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficiencies
- On Arnold-Villaseñor conjectures for characterizing exponential distribution based on sample of size three
- Distribution-free goodness-of-fit tests for the Pareto distribution based on a characterization
- Asymptotic efficiency of new exponentiality tests based on a characterization
- Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations.
- Exponentiality tests based on Basu characterization
- Correlation-type goodness-of-fit tests based on independence characterizations
- Goodness-of-fit tests based on characterization of uniformity by the ratio of order statistics, and their efficiency
- Two-dimensional Kolmogorov-type goodness-of-fit tests based on characterisations and their asymptotic efficiencies
- New class of exponentiality tests based on U-empirical Laplace transform
- Asymptotic properties of inverse probability of censored weighted U-empirical process for right-censored data with applications
- New tests for exponentiality based on a characterization with random shift
- New \(L^2\)-type exponentiality tests
- Efficiency of exponentiality tests based on a special property of exponential distribution
- Asymptotic efficiency of goodness-of-fit tests based on Too–Lin characterization
- Asymptotic efficiency of new distribution-free tests of symmetry for generalized skew alternatives
- A characterization of exponential distribution and the Sukhatme-Rényi decomposition of exponential maxima
- Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics
- The test of exponentiality based on the mean residual life function revisited
- Characterization based symmetry tests and their asymptotic efficiencies
- Lilliefors test for exponentiality: large deviations, asymptotic efficiency, and conditions of local optimality
This page was built for publication: Tests of exponentiality based on Arnold-Villasenor characterization and their efficiencies
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1663208)
