A weighted integral approach to testing against HNBUE alternatives

A family of test statistics for testing exponentiality against HNBUE alternatives is proposed. Asymptotic distributions of the test statistics are derived under the null and alternative hypotheses and consistency of the test is established. Comparison with competing tests, power studies and applicat...

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Bibliographic Details
Published in:Statistics & probability letters 2017-10, Vol.129, p.58-64
Main Authors: Ghosh, Shyamal, Mitra, Murari
Format: Article
Language:English
Subjects:
Asymptotic normality
Consistency
HNBUE alternatives
Life distribution
Pitman asymptotic efficiency
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Summary:A family of test statistics for testing exponentiality against HNBUE alternatives is proposed. Asymptotic distributions of the test statistics are derived under the null and alternative hypotheses and consistency of the test is established. Comparison with competing tests, power studies and applications to real life data sets have been carried out.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2017.05.003