A new test for exponentiality against HNBUE alternatives

Two families of test statistics for testing the null hypothesis of exponentiality against Harmonic New Better than Used in Expectation (HNBUE) alternatives are proposed. Asymptotic distributions of the test statistics are derived under the null and alternative hypotheses and the consistency of the t...

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Bibliographic Details
Published in:Communications in statistics. Theory and methods 2020-01, Vol.49 (1), p.27-43
Main Authors: Ghosh, Shyamal, Mitra, Murari
Format: Article
Language:English
Subjects:
asymptotic normality
Asymptotic properties
consistency
empirical power
HNBUE distribution
Null hypothesis
Pitman asymptotic relative efficiency
Statistical tests
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Summary:Two families of test statistics for testing the null hypothesis of exponentiality against Harmonic New Better than Used in Expectation (HNBUE) alternatives are proposed. Asymptotic distributions of the test statistics are derived under the null and alternative hypotheses and the consistency of the tests established. Comparison with competing tests are made in terms of Pitman Asymptotic Relative Efficiency (PARE). Simulation studies have been carried out to assess the performance of the tests. Finally, the test has been applied to three real life data sets described in Proschan, Susarla and Van Ryzin and Engelhardt, Bain and Wright.
ISSN:0361-0926
1532-415X
DOI:10.1080/03610926.2018.1528370