Geodesic
Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations
Applications of Mathematics, Tome 65 (2020) no. 3, pp. 245-255.

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We present new goodness-of-fit tests for the exponential distribution based on equidistribution type characterizations. For the construction of the test statistics, we employ an $L^2$-distance between the corresponding V-empirical distribution functions. The resulting test statistics are V-statistics, free of the scale parameter. \endgraf The quality of the tests is assessed through local Bahadur efficiencies as well as the empirical power for small and moderate sample sizes. According to both criteria, for many common alternatives, our tests perform better than the integral and Kolmogorov-type tests based on the same characterizations.
DOI : 10.21136/AM.2020.0314-19
Classification : 62G10, 62G20
Keywords: goodness-of-fit; asymptotic efficiency; V-statistics; characterization; test for exponentiality 
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     author = {Cupari\'c, Marija and Milo\v{s}evi\'c, Bojana and Nikitin, Yakov Yu. and Obradovi\'c, Marko},
     title = {Some consistent exponentiality tests based on {Puri-Rubin} and {Desu} characterizations},
     journal = {Applications of Mathematics},
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Cuparić, Marija; Milošević, Bojana; Nikitin, Yakov Yu.; Obradović, Marko. Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations. Applications of Mathematics, Tome 65 (2020) no. 3, pp. 245-255. doi : 10.21136/AM.2020.0314-19. http://geodesic.mathdoc.fr/articles/10.21136/AM.2020.0314-19/

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