Bahadur efficiency and local optimality of a test for the exponentiality based on the Moran statistics
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 5, Tome 294 (2002), pp. 245-259
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The scale-free test for exponentiality introduced by Moran is under study. It had been constructed as an optimal test of exponentiality against the gamma alternatives but may also be used to test exponentiality against IFR and DFR classes of alternatives. We obtain the rough large deviations asymptotics of the test under the null hypothesis and find its Bahadur efficiency values for most commonly used alternatives to the exponentiality.
We also describe the local Bahadur optimality domain of the test. The large deviations theorem describes as well the asymptotic behaviour of a spacings-based Darling test for the uniformity under the null hypothesis.
@article{ZNSL_2002_294_a16,
author = {A. V. Tchirina},
title = {Bahadur efficiency and local optimality of a test for the exponentiality based on the {Moran} statistics},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {245--259},
publisher = {mathdoc},
volume = {294},
year = {2002},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2002_294_a16/}
}
TY - JOUR AU - A. V. Tchirina TI - Bahadur efficiency and local optimality of a test for the exponentiality based on the Moran statistics JO - Zapiski Nauchnykh Seminarov POMI PY - 2002 SP - 245 EP - 259 VL - 294 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2002_294_a16/ LA - ru ID - ZNSL_2002_294_a16 ER -
A. V. Tchirina. Bahadur efficiency and local optimality of a test for the exponentiality based on the Moran statistics. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 5, Tome 294 (2002), pp. 245-259. http://geodesic.mathdoc.fr/item/ZNSL_2002_294_a16/