On The Performance of A New Test of Exponentiality Against IFR Alternatives Based on the L-statistic Approach
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M. Z. Anis
Abstract
In this note we consider the performance of a new test of exponentiality against IFR alternatives. This test turns out to be an L-statistic. A table of critical values for some commonly used significance levels and different sample sizes is given. These critical values are based on the exact distribution of the test statistic for n ≤ 45 while for larger values of the sample size the critical values are based on simulation. The asymptotic relative efficiency of this new test is discussed. The test is applied to some real life data sets. A simulation experiment evaluates the empirical size and the empirical power against different alternatives. The proposed test competes favorably with other tests available in the literature.
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- Stochastic Measurement Procedures Based on Stationary Time Series
- Semi-Parametric Estimation of PX,Y (X > Y)
- On The Performance of A New Test of Exponentiality Against IFR Alternatives Based on the L-statistic Approach
- Control Chart for Autocorrelated Processes with Heavy Tailed Distributions
- Designing the Scale Counting Procedure for Large Numbers of Small Parts
- MTBF for K-out-of-N: G Systems with M Failure Modes
- Non-parametric Control Chart for Controlling Variability Based on Rank Test
- Bounds for Distorted Risk Measures
- Parameter Estimation for the Bivariate Exponential Distribution by the EM Algorithm Based on Censored Samples
- Explicit Expressions for Moments of Log Normal Order Statistics
- Partially Specified Prior
- The Need for a Standard for Making Predictions
Articles in the same Issue
- Stochastic Measurement Procedures Based on Stationary Time Series
- Semi-Parametric Estimation of PX,Y (X > Y)
- On The Performance of A New Test of Exponentiality Against IFR Alternatives Based on the L-statistic Approach
- Control Chart for Autocorrelated Processes with Heavy Tailed Distributions
- Designing the Scale Counting Procedure for Large Numbers of Small Parts
- MTBF for K-out-of-N: G Systems with M Failure Modes
- Non-parametric Control Chart for Controlling Variability Based on Rank Test
- Bounds for Distorted Risk Measures
- Parameter Estimation for the Bivariate Exponential Distribution by the EM Algorithm Based on Censored Samples
- Explicit Expressions for Moments of Log Normal Order Statistics
- Partially Specified Prior
- The Need for a Standard for Making Predictions
