We construct integral and supremum type tests of exponentiality based on Ahsanullah’s characterization of the exponential law. We discuss limiting distributions and large deviations of new test statistics under the null-hypothesis and calculate their local Bahadur efficiency under common parametric alternatives. Conditions of local optimality of the new statistics are given. Bibliography: 33 titles.
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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 412, 2013, pp. 69–87.
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Volkova, K.Y., Nikitin, Y.Y. Exponentiality Tests Based on Ahsanullah’s Characterization and Their Efficiency. J Math Sci 204, 42–54 (2015). https://doi.org/10.1007/s10958-014-2185-4
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DOI: https://doi.org/10.1007/s10958-014-2185-4