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Testing Exponentiality Against NBUL Alternatives Using Positive and Negative Fractional Moments

  • M. Z. Anis EMAIL logo
Veröffentlicht/Copyright: 1. Dezember 2011
Veröffentlichen auch Sie bei De Gruyter Brill
Stochastics and Quality Control
Aus der Zeitschrift Band 26 Heft 2

Abstract

In this note a moment inequality for the New is Better than Used in Laplace ordering (NBUL) class of lifetime distributions is derived. A simple test statistic for testing exponentiality against NBUL alternatives is constructed. The test statistic is proved to be asymptotically normal and consistent. Critical values obtained by a Monte Carlo simulation are tabulated for different sample sizes. The asymptotic relative efficiency of the test is also studied.

Received: 2011-02-22
Published Online: 2011-December
Published in Print: 2011-December

de Gruyter 2011

Heruntergeladen am 23.11.2025 von https://www.degruyterbrill.com/document/doi/10.1515/EQC.2011.020/html
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