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Moment inequalities for DVRL distributions, characterization and testing for exponentiality

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Listed:
  • Al-Zahrani, Bander
  • Stoyanov, Jordan

Abstract

Our goal in this paper is to establish inequalities for the moments of decreasing variance residual life (DVRL) distributions. As a consequence we derive a new characterization of exponentiality. Then we use two of these inequalities to construct new tests for exponentiality versus DVRL. Pitman's asymptotic relative efficiency is employed to assess the performance of the tests. For some classes of life distributions our tests are better than, or well comparable with, other available tests. We carried out numerical simulations and produced a table for the critical values of one of the proposed tests.

Suggested Citation

  • Al-Zahrani, Bander & Stoyanov, Jordan, 2008. "Moment inequalities for DVRL distributions, characterization and testing for exponentiality," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1792-1799, September.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:13:p:1792-1799
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    References listed on IDEAS

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    1. A. Dallas, 1981. "A characterization using the conditional variance," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 28(1), pages 151-153, December.
    2. Severini,Thomas A., 2005. "Elements of Distribution Theory," Cambridge Books, Cambridge University Press, number 9780521844727.
    3. Robert L. Launer, 1984. "Inequalities for NBUE and NWUE Life Distributions," Operations Research, INFORMS, vol. 32(3), pages 660-667, June.
    4. Abu-Youssef, S. E., 2002. "A moment inequality for decreasing (increasing) mean residual life distributions with hypothesis testing application," Statistics & Probability Letters, Elsevier, vol. 57(2), pages 171-177, April.
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