title: Efficiency of Exponentiality Tests Based on a Special Property of  Exponential Distribution
metadata.name: dc.contributor.author
metadata.value: Ya. Yu. Nikitin
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: K. Yu. Volkova
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2016-04-12T18:41:10Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2016-04-12T18:41:10Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2016-03-07
metadata.lang: -
metadata.name: dc.identifier.issn
metadata.value: 1066-5307
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/2070
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: New goodness-of-fit tests for exponentiality based on a particular property
  of exponential law are constructed. Test statistics are functionals of
  U-empirical processes. The first of these statistics is of integral type, the
  second one is a Kolmogorov type statistic. We show that the kernels
  corresponding to our statistics are nondegenerate. The limiting distributions
  and large deviations of new statistics under the null hypothesis are described.
  Their local Bahadur efficiency for various parametric alternatives is
  calculated and is compared with simulated powers of new tests. Conditions of
  local optimality of new statistics in Bahadur sense are discussed and examples
  of "most favorable" alternatives are given. New tests are applied to reject the
  hypothesis of exponentiality for the length of reigns of Roman emperors which
  was intensively discussed in recent years.
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: en
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: Allerton Press
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Mathematics - Statistics
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Mathematics - Statistics
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Statistics - Methodology
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Statistics - Theory
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: 60F10, 62F03, 62G20, 62G30
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: Efficiency of Exponentiality Tests Based on a Special Property of  Exponential Distribution
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: 1603.02245v1.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/2070/1/1603.02245v1.pdf
resources.format: Adobe PDF
resources.size: 245,74 kB