On asymptotic efficiency of exponentiality tests based on Rossberg’s characterization.
- Resource Type
- Article
- Authors
- Volkova, K. Yu.
- Source
- Journal of Mathematical Sciences. Jun2010, Vol. 167 Issue 4, p486-494. 9p. 2 Graphs.
- Subject
- *EXPONENTS
*DISTRIBUTION (Probability theory)
*ASYMPTOTES
*PROBABILITY theory
*MATHEMATICS
- Language
- ISSN
- 1072-3374
We construct new tests of exponentiality based on Rossberg’s characterization of the exponential law. We compute limiting distributions of new tests, local Bahadur efficiency for common alternatives, and describe conditions of their local asymptotic optimality. Bibliography: 13 titles. [ABSTRACT FROM AUTHOR]