Bahadur efficiency of a test of exponentiality based on a loss-of-memory type functional equation

DOI10.1080/10485259608832660zbMath0866.62021OpenAlexW1980094622MaRDI QIDQ3837421

Yakov Yu. Nikitin

Publication date: 8 December 1996

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259608832660

zbMATH Keywords

consistencyexponential distributionKolmogorov-SmirnovBahadur slopetest of exponentialityAngus testBahadur local efficiencylarge deviations of \(U\)-statisticsloss-of-memory property

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Large deviations (60F10) Asymptotic properties of parametric tests (62F05)

Related Items (13)

GOODNESS-OF-FIT TESTS BASED ON A NEW CHARACTERIZATION OF THE EXPONENTIAL DISTRIBUTION ⋮ New class of exponentiality tests based on U-empirical Laplace transform ⋮ Asymptotic efficiency of new exponentiality tests based on a characterization ⋮ Goodness-of-fit tests for Pareto distribution based on a characterization and their asymptotics ⋮ Goodness-of-fit tests for the Pareto distribution based on its characterization ⋮ Tests of exponentiality based on Arnold-Villasenor characterization and their efficiencies ⋮ The test of exponentiality based on the mean residual life function revisited ⋮ Large deviations of U-empirical Kolmogorov–Smirnov tests and their efficiency ⋮ Bahadur efficiency and local optimality of a test for the exponential distribution based on the gini statistic ⋮ Efficiency of exponentiality tests based on a special property of exponential distribution ⋮ Two-dimensional Kolmogorov-type goodness-of-fit tests based on characterisations and their asymptotic efficiencies ⋮ Tests of fit for exponentiality based on a characterization via the mean residual life function ⋮ Testing exponentiality by comparing the empirical distribution function of the normalized spacings with that of the original data

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