Tests of exponentiality based on Yanev-Chakraborty characterization, and their efficiency
arXiv:1405.7210
Abstract
We construct new tests of exponentiality based on Yanev-Chakraborty's characterization of exponential law. We calculate limiting distributions of new tests, local Bahadur efficiency for common alternatives and describe conditions of their local asymptotic optimality.
14 pages, 2 figures