A saddlepoint approximation for testing exponentiality against some increasing failure rate alternatives
In this article we discuss uniformly most powerful unbiased tests for testing exponentiality against a specific class of two-parameter exponential models with increasing failure rate. We show that the optimal test statistic for this problem admits an alternative representation in terms of a spacings statistic. Using the conditional saddlepoint approximation proposed by Gatto and Jammalamadaka (J. Amer. Statist. Assoc. 94 (1999) 533), we provide highly accurate approximations for the significance values. The test procedure is illustrated with two practical examples from reliability and survival analysis. We also obtain the asymptotic distribution of the test statistic under a sequence of converging alternatives, which allows for the computation of asymptotic relative efficiency.
Volume (Year): 58 (2002)
Issue (Month): 1 (May)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Wang, Suojin, 1995. "One-step saddlepoint approximations for quantiles," Computational Statistics & Data Analysis, Elsevier, vol. 20(1), pages 65-74, July.
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:58:y:2002:i:1:p:71-81. See general information about how to correct material in RePEc.
If references are entirely missing, you can add them using this form.