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A class of tests for exponentiality against HNBUE alternatives

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  • Klar, Bernhard

Abstract

This paper presents tests of exponentiality against HNBUE alternatives. The new class of test statistics is based on the difference between the integrated distribution function and its empirical counterpart. As special cases, the class includes the asymptotically most powerful test for exponentiality against the Makeham alternative and the first nonzero component of Neyman's smooth test of fit for the exponential distribution.

Suggested Citation

  • Klar, Bernhard, 2000. "A class of tests for exponentiality against HNBUE alternatives," Statistics & Probability Letters, Elsevier, vol. 47(2), pages 199-207, April.
    • Handle: RePEc:eee:stapro:v:47:y:2000:i:2:p:199-207
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    References listed on IDEAS

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    1. Muller, Alfred, 1996. "Orderings of risks: A comparative study via stop-loss transforms," Insurance: Mathematics and Economics, Elsevier, vol. 17(3), pages 215-222, April.
    2. Aly Emad-Eldin A. A., 1992. "On Testing Exponentiality Against Hnbue Alternatives," Statistics & Risk Modeling, De Gruyter, vol. 10(3), pages 239-250, March.
    3. J. Koziol, 1987. "An alternative formulation of Neyman’s smooth goodness of fit tests under composite alternatives," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 34(1), pages 17-24, December.
    4. Kochar, Subhash C. & Deshpande, Jayant V., 1985. "On exponential scores statistics for testing against positive aging," Statistics & Probability Letters, Elsevier, vol. 3(2), pages 71-73, April.
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    1. F. Belzunce & J. Pinar & J. Ruiz, 2005. "On testing the dilation order and HNBUE alternatives," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(4), pages 803-815, December.
    2. Sreenivasa Rao Jammalamadaka & Emanuele Taufer, 2001. "Testing Exponentiality by comparing the Empirical," Quaderni DISA 053, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Sep 2003.
    3. Anis, M.Z. & Mitra, M., 2011. "A generalized Hollander-Proschan type test for NBUE alternatives," Statistics & Probability Letters, Elsevier, vol. 81(1), pages 126-132, January.
    4. Sreenivasa Rao Jammalamadaka & Emanuele Taufer, 2002. "The use of Mean Residual Life in testing departures from Esxponentiality," Quaderni DISA 071, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Sep 2003.
    5. Ghosh, Shyamal & Mitra, Murari, 2017. "A weighted integral approach to testing against HNBUE alternatives," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 58-64.
    6. Ahmad, Ibrahim A. & Sepehrifar, Mohammad B., 2009. "On testing alternative classes of life distribution with guaranteed survival times," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 857-864, February.

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