A simple non-parametric test for decreasing mean time to failure

In this paper, we develop a simple non-parametric test for testing exponentiality against decreasing mean time to failure class alternatives. We derive the exact null distribution of the test statistic and find the critical values for different sample sizes. Asymptotic properties of the test statist...

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Bibliographic Details
Published in:Statistical papers (Berlin, Germany) Germany), 2019-02, Vol.60 (1), p.73-87
Main Authors: Kattumannil, Sudheesh K., Anisha, P.
Format: Article
Language:English
Subjects:
Asymptotic methods
Asymptotic properties
Economic Theory/Quantitative Economics/Mathematical Methods
Economics
Finance
Insurance
Management
Mathematics and Statistics
Mean time to failure
Nonparametric statistics
Operations Research/Decision Theory
Probability Theory and Stochastic Processes
Regular Article
Statistical tests
Statistics
Statistics for Business
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Summary:In this paper, we develop a simple non-parametric test for testing exponentiality against decreasing mean time to failure class alternatives. We derive the exact null distribution of the test statistic and find the critical values for different sample sizes. Asymptotic properties of the test statistics are studied. The test is compared with some other test by evaluating Pitman’s asymptotic efficacy. We also discuss how the proposed method takes the censoring information into consideration. Finally, some numerical results are presented and the test procedure is illustrated using a real data.
ISSN:0932-5026
1613-9798
DOI:10.1007/s00362-016-0827-y