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Regular version of the site

Article

Efficiency of Exponentiality Tests Based on a Special Property of Exponential Distribution

Mathematical Methods of Statistics. 2016. Vol. 25. No. 1. P. 54-66.
Nikitin Y. Y., Volkova K. Y.

We build new tests of composite hypothesis of exponentiality which are functionals of U-empirical measures and which are closely related and inspired by some special property of exponential law. We study limiting distributions, large deviations and asymptotic efficiency of new tests. Most favorable alternatives are described. Finally we reject using our test the hypothesis on exponentiality of the lengths of reigns of Roman emperors which has been actively discussed last years.