Lilliefors test for exponentiality: Large deviations, asymptotic efficiency, and conditions of local optimality
Tóm tắt
We study large deviations and Bahadur efficiency of the Lilliefors statistic for testing of exponentiality. This statistic belongs to the class of Kolmogorov-Smirnov type statistics with estimated parameters. Large deviation asymptotics of such statistic is found for the first time. We show that the test has relatively high local efficiency and construct the alternative for which it is locally optimal.
Tài liệu tham khảo
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