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Exponentiality tests based on Basu characterization
Statistics ( IF 1.2 ) Pub Date : 2020-06-04 , DOI: 10.1080/02331888.2020.1774768
M. D. Jiménez-Gamero 1 , Bojana Milošević 2 , Marko Obradović 2
Affiliation  

This paper proposes and studies two new classes of tests for exponentiality. Both of them are based on Basu's characterization of the exponential distribution. The null distributions of the test statistics are parameter free. Moreover, conveniently normalized, they are asymptotically normally distributed. The large sample behaviour of the proposed tests is studied for fixed alternatives, and for local alternatives by means of the approximate local Bahadur efficiency. The finite sample performance of the new tests is studied via simulation. Two of the new tests present a very high relative local Bahadur efficiency and a competing behaviour against fixed alternatives in relation to existing tests.

中文翻译:

基于 Basu 特征的指数检验

本文提出并研究了两类新的指数检验。它们都是基于 Basu 对指数分布的表征。测试统计的零分布是无参数的。此外,方便地归一化,它们是渐近正态分布的。针对固定替代方案和通过近似当地 Bahadur 效率的当地替代方案,研究了拟议测试的大样本行为。通过模拟研究了新测试的有限样本性能。其中两项新测试表现出非常高的相对本地 Bahadur 效率和与现有测试相关的固定替代方案的竞争行为。
更新日期:2020-06-04
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