Quantile based tests for exponentiality against DMRQ and NBUE alternatives

Quantile-based reliability analysis has received much attention recently. We propose new quantile-based tests for exponentiality against decreasing mean residual quantile function (DMRQ) and new better than used in expectation (NBUE) classes of alternatives. The exact null distribution of the test s...

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Bibliographic Details
Published in:Journal of the Korean Statistical Society 2018, 47(2), , pp.185-200
Main Authors: N., Sreelakshmi, Kattumannil, Sudheesh K., G., Asha
Format: Article
Language:English
Subjects:
Applied Statistics
Bayesian Inference
DMRQ
Exponential distribution
Gini mean difference
Mean residual quantile function
NBUE
Statistical Theory and Methods
Statistics
Statistics and Computing/Statistics Programs
통계학
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Summary:Quantile-based reliability analysis has received much attention recently. We propose new quantile-based tests for exponentiality against decreasing mean residual quantile function (DMRQ) and new better than used in expectation (NBUE) classes of alternatives. The exact null distribution of the test statistic is derived when the alternative class is DMRQ. The asymptotic properties of both the test statistics are studied. The performance of the proposed tests with other existing tests in the literature is evaluated through simulation study. Finally, we illustrate our test procedure using real data sets.
ISSN:1226-3192
2005-2863
DOI:10.1016/j.jkss.2017.12.003