Testing exponentiality against HNBUE
1980 (English)Report (Other academic)
Let F be a life distribution with survival function F = 1 - F and00 —finite mean y = /q F(x)dx. Then F is said to be harmonic new better00 —than used in expectation (HNBUE) if / F(x)dx < y exp(-t/y) for t > 0. If the reversed inequality is true F is said to be HNWUE (W = worse). We develop some tests for testing exponentiality against the HNBUE (HNWUE) property. Among these is the test based on the cumulative total time on test statistic which is ordinarily used for testing against the IFR (DFR) alternative. The asymptotic distributions of the statistics are discussed. Consistency and asymptotic relative efficiency are studied. A small sample study is also presented.
Place, publisher, year, edition, pages
Umeå: Umeå universitet , 1980. , 26 p.
Life distribution, HNBUE, HNWUE, exponential distribution, TTT-transform, hypothesis testing, efficiency, consistency, power
IdentifiersURN: urn:nbn:se:umu:diva-78995OAI: oai:DiVA.org:umu-78995DiVA: diva2:638412
This is a revised version of Sections 5 and 6 in Statistical Research Report 1979-9, Department of Mathematical Statistics, University of Umeå.
There are some occurring misspellings in the formulas in the abstract on this webpage. Read the abstract in the full-text document for correct spelling in formulas, see the downloadable file.2013-07-302013-07-302013-07-30Bibliographically approved