Geodesic
Some Characterization Based Exponentiality Tests and Their Bahadur Efficiencies
Publications de l'Institut Mathématique, _N_S_100 (2016) no. 114, p. 107

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We propose new exponentiality tests based on a recent characterization. We construct integral and Kolmogorov-type statistics, derive their asymptotics and calculate the Bahadur efficiency against some common alternatives. We also obtain a class of locally optimal alternatives for each test. In case of small samples tests are compared with some common exponentiality tests.
DOI : 10.2298/PIM1614107M
Classification : 62G10, 62G20, 62G30
Keywords: goodness-of-fit tests, order statistics, Bahadur efficiency, $U$-statistics 
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     author = {Bojana Milo\v{s}evi\'c and Marko Obradovi\'c},
     title = {Some {Characterization} {Based} {Exponentiality} {Tests} and {Their} {Bahadur} {Efficiencies}},
     journal = {Publications de l'Institut Math\'ematique},
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Bojana Milošević; Marko Obradović. Some Characterization Based Exponentiality Tests and Their Bahadur Efficiencies. Publications de l'Institut Mathématique, _N_S_100 (2016) no. 114, p. 107 . doi: 10.2298/PIM1614107M

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