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A New Test for New Better Than Used in Expectation Lifetimes

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  • Edgardo Lorenzo
  • Ganesh Malla
  • Hari Mukerjee

Abstract

The mean residual life of a non negative random variable X with a finite mean is defined by M(t) = E[X − t|X > t] for t ⩾ 0. A popular nonparametric model of aging is new better than used in expectation (NBUE), when M(t) ⩽ M(0) for all t ⩾ 0. The exponential distribution lies at the boundary. There is a large literature on testing exponentiality against NBUE alternatives. However, comparisons of tests have been made only for alternatives much stronger than NBUE. We show that a new Kolmogorov-Smirnov type test is much more powerful than its competitors in most cases.

Suggested Citation

  • Edgardo Lorenzo & Ganesh Malla & Hari Mukerjee, 2015. "A New Test for New Better Than Used in Expectation Lifetimes," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(23), pages 4927-4939, December.
    • Handle: RePEc:taf:lstaxx:v:44:y:2015:i:23:p:4927-4939
    DOI: 10.1080/03610926.2013.824101
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