A Review of the Properties of Some Tests for Exponentiality

A wide selection of statistical tests for testing exponentiality is considered. The distributions of tests statistics under true null hypothesis have been studied depending on sample sizes. Comparative analysis of the power of tests under different pairs of competing hypotheses has been conducted. Advantages and disadvantages of individual tests have been shown. Considered tests have been ranked by the test power. The conclusions are made on preference of one test or another under presence of some competing alternatives.