Abstract:
We construct integral and supremum type tests of exponentiality based on Ahsanullah's characterization of exponential law. We discuss limiting distributions and large deviations of new test statistics under null-hypothesis, and calculate their local Bahadur efficiency under common parametric alternatives. Conditions of local optimality of new statistics are given.
Key words and phrases:exponential law, hypotheses testing, characterization, $U$- and $V$-statistics, large deviations, Bahadur efficiency, local optimality.
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