Testing Exponentiality Against NBUL Alternatives Using Positive and Negative Fractional Moments

Anis M. Z. ()
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Anis M. Z.: SQC & OR Unit, Indian Statistical Institute, 203 B. T. Road, Calcutta 700 108, India.

Stochastics and Quality Control, 2011, vol. 26, issue 2, 215-234

Abstract: In this note a moment inequality for the New is Better than Used in Laplace ordering (NBUL) class of lifetime distributions is derived. A simple test statistic for testing exponentiality against NBUL alternatives is constructed. The test statistic is proved to be asymptotically normal and consistent. Critical values obtained by a Monte Carlo simulation are tabulated for different sample sizes. The asymptotic relative efficiency of the test is also studied.

Keywords: Asymptotic Normality; Asymptotic Relative Efficiency; Moment Inequality (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1515/EQC.2011.020

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