Some Characterization Based Exponentiality Tests and Their Bahadur Efficiencies

Bojana Milošević, Marko Obradović

We propose new exponentiality tests based on a recent characterization. We construct integral and Kolmogorov-type statistics, derive their asymptotics and calculate the Bahadur efficiency against some common alternatives. We also obtain a class of locally optimal alternatives for each test. In case of small samples tests are compared with some common exponentiality tests.