A Hollander–Proschan type test when ageing is not monotone

Shyamal Ghosh and Murari Mitra

Statistics & Probability Letters, 2017, vol. 121, issue C, 119-127

Abstract: We develop a class of Hollander–Proschan type tests for testing exponentiality against certain non-monotonic ageing alternatives. We derive the exact distribution of our statistics under the null hypothesis and asymptotic distributions under both null and alternative hypotheses. The test is shown to be consistent. Finally, we assess the performance of the test by means of a simulation study.

Keywords: Life distribution; Non-monotonic ageing; NWBUE class; L-statistic; Asymptotic normality (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:121:y:2017:i:c:p:119-127

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DOI: 10.1016/j.spl.2016.10.015

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