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Testing for exponentiality versus decreasing variance residual lifetime

Lookup NU author(s): Dr Jordan Stoyanov

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Abstract

We study the problem of testing for exponentiality against decreasing variance residual lifetime. We exploit properties of life distributions with decreasing variance residual lifetime and construct a new nonparametric test (U-test). Pitman's asymptotic relative efficiency (PAE) is used to assess the performance of the test. Calculations show that our test is comparable with, and in some cases better than, other available tests. Then we analyse the power of the test for some distributions. The outcomes of numerical simulation are presented as an illustration for the proposed test. © 2008 Nova Science Publishers, Inc.


Publication metadata

Author(s): Al-Zahrani B, Stoyanov J

Publication type: Article

Publication status: Published

Journal: Journal of Applied Statistical Science

Year: 2008

Volume: 16

Issue: 2

Pages: 201-210

Print publication date: 01/01/2008

ISSN (print): 1067-5817

ISSN (electronic):

Publisher: Nova Science Publishers


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