Testing exponentiality of the residual life, based on dynamic cumulative residual entropy

M. Chahkandi and H. Alizadeh Noughabi

Statistics & Probability Letters, 2016, vol. 117, issue C, 1-11

Abstract: A new test statistic is developed for testing exponentiality of the remaining life of a system. Asymptotic properties of the test statistic are discussed. Then, Monte Carlo simulation is used to compare the power of the proposed test with that of an existing test.

Keywords: Consistent test; Entropy; Kullback–Leibler divergence; Mean residual lifetime function; Monte Carlo simulation (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spl.2016.05.001

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