We study the Bahadur efficiency of several weighted L2--type goodness--of--fit tests based on the empirical characteristic function. The methods considered are for normality and exponentiality testing, and for testing goodness--of--fit to the logistic distribution. Our results are helpful in deciding which specific test a potential practitioner should apply. For the celebrated BHEP and energy tests for normality we obtain novel efficiency results, with some of them in the multivariate case, while in the case of the logistic distribution this is the first time that efficiencies are computed for any composite goodness--of--fit test.
翻译:我们根据经验性特征功能研究若干加权L2型健康试验的巴哈杜尔效率,考虑的方法是正常度和指数性试验,以及试验符合后勤分配的好坏;我们的结果有助于决定应采用哪种具体的试验,即潜在从业者应采用哪种具体试验;对于庆祝的BHEP和正常度的能源试验,我们取得了新的效率结果,其中一些是在多变情况中,而就后勤分配而言,这是第一次为任何综合从业者健康试验计算效率。