On The Performance of A New Test of Exponentiality Against IFR Alternatives Based on the L-statistic Approach

Anis M. Z. and Hoque Z.
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Anis M. Z.: SQC & OR Unit Indian Statistical Institute, 203, B. T. Road, Calcutta 700108, India. mzanis@yahoo.com
Hoque Z.: SQC & OR Unit Indian Statistical Institute, 203, B. T. Road, Calcutta 700108, India

Stochastics and Quality Control, 2008, vol. 23, issue 2, 181-195

Abstract: In this note we consider the performance of a new test of exponentiality against IFR alternatives. This test turns out to be an L-statistic. A table of critical values for some commonly used significance levels and different sample sizes is given. These critical values are based on the exact distribution of the test statistic for n ≤ 45 while for larger values of the sample size the critical values are based on simulation. The asymptotic relative efficiency of this new test is discussed. The test is applied to some real life data sets. A simulation experiment evaluates the empirical size and the empirical power against different alternatives. The proposed test competes favorably with other tests available in the literature.

Keywords: Asymptotic normality; asymptotic relative efficiency; hazard rate; order statistics; TTT-plot (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (1)

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DOI: 10.1515/EQC.2008.181

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