Asymptotic efficiency of exponentiality tests based on order statistics characterization
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Abstract We propose new scale-invariant tests for exponentiality based on the characterization in terms of order statistics. Limiting distributions and large deviations of new statistics are described and their local Bahadur efficiency for common alternatives is calculated.
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1987 ◽
Vol 38
(6)
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pp. 2382-2390
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2001 ◽
Vol 20
(8)
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pp. 942-956
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1994 ◽
Vol 68
(4)
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pp. 560-565
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