Tests of exponentiality based on Yanev-Chakraborty characterization, and their efficiency

TL;DR

This paper introduces new statistical tests for exponentiality using Yanev-Chakraborty's characterization, analyzing their limiting distributions, efficiency, and conditions for optimality.

Contribution

It develops novel exponentiality tests based on a specific characterization, providing their theoretical properties and efficiency analysis.

Findings

Limiting distributions of the new tests are derived.

Local Bahadur efficiency for common alternatives is calculated.

Conditions for local asymptotic optimality are described.

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.