Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations

Cuparić, Marija; Milošević, Bojana; Nikitin, Yakov; Obradović, M

doi:10.21136/am.2020.0314-19

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Calculation Of Efficiencies1

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2021

2024

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Cited by 5 publications

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“…• a second Ley-Paindaveine alternative with density To calculate the efficiency one needs to find the largest eigenvalues λ 1 , ν 1 and ζ 1 from Corollary 2.1. Since we can not obtain them analytically, we use the approximation method from [6] (see also [7]). The values of efficiencies are presented in Table 1.…”

Section: Calculation Of Efficienciesmentioning

confidence: 99%

Bahadur efficiency of EDF based normality tests when parameters are estimated

Milošević¹,

Nikitin²,

Obradović³

2021

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In this paper some well-known tests based on empirical distribution functions (EDF) with estimated parameters for testing composite normality hypothesis are revisited, and some new results on asymptotic properties are provided. In particular, the approximate Bahadur slopes are obtained -in the case of close alternatives -for the EDF-based tests as well as the likelihood ratio test. The local approximate efficiencies are calculated for several close alternatives. The obtained results could serve as a benchmark for evaluation of the quality of recent and future normality tests.

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Section: Calculation Of Efficienciesmentioning

confidence: 99%