We introduce new consistent and scale-free goodness-of-fit tests for the exponential distribution based on Puri-Rubin characterization. For the construction of test statistics we employ weighted L 2 distance between V -empirical Laplace transforms of random variables that appear in the characterization. The resulting test statistics are degenerate Vstatistics with estimated parameters. We compare our tests, in terms of the Bahadur efficiency, to the likelihood ratio test, as well as some recent characterization based goodness-of-fit tests for the exponential distribution. We also compare the powers of our tests to the powers of some recent and classical exponentiality tests. In both criteria, our tests are shown to be strong and outperform most of their competitors.
Institute of Mathematics of the Czech Academy of Sciences provides access to digitized documents strictly for personal use. Each copy of any part of this document must contain these Terms of use.This document has been digitized, optimized for electronic delivery and stamped with digital signature within the project DML-CZ: The Czech Digital Mathematics Library http://dml.cz 65 (2020)
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.