Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 2, Tome 244 (1997), pp. 315-329
Citer cet article
A. V. Tchirina. Bahadur efficiency of a test of exponentiality based on the loss-of-memory property. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 2, Tome 244 (1997), pp. 315-329. http://geodesic.mathdoc.fr/item/ZNSL_1997_244_a22/
@article{ZNSL_1997_244_a22,
author = {A. V. Tchirina},
title = {Bahadur efficiency of a test of exponentiality based on the loss-of-memory property},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {315--329},
year = {1997},
volume = {244},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1997_244_a22/}
}
TY - JOUR
AU - A. V. Tchirina
TI - Bahadur efficiency of a test of exponentiality based on the loss-of-memory property
JO - Zapiski Nauchnykh Seminarov POMI
PY - 1997
SP - 315
EP - 329
VL - 244
UR - http://geodesic.mathdoc.fr/item/ZNSL_1997_244_a22/
LA - ru
ID - ZNSL_1997_244_a22
ER -
%0 Journal Article
%A A. V. Tchirina
%T Bahadur efficiency of a test of exponentiality based on the loss-of-memory property
%J Zapiski Nauchnykh Seminarov POMI
%D 1997
%P 315-329
%V 244
%U http://geodesic.mathdoc.fr/item/ZNSL_1997_244_a22/
%G ru
%F ZNSL_1997_244_a22
A test of exponentiality of Kolmogorov–Smirnov type based on the loss-of-memory characterization property is under study. Large deviation asymptotics under the null-hypothesis is calculated. Local Bahadur efficiencies for commonly used parametric alternatives are found. Conditions of the Bahadur local optimality are obtained.
