EconPapers    
Economics at your fingertips  
 

Moment inequalities for DVRL distributions, characterization and testing for exponentiality

Bander Al-Zahrani and Jordan Stoyanov

Statistics & Probability Letters, 2008, vol. 78, issue 13, 1792-1799

Abstract: Our goal in this paper is to establish inequalities for the moments of decreasing variance residual life (DVRL) distributions. As a consequence we derive a new characterization of exponentiality. Then we use two of these inequalities to construct new tests for exponentiality versus DVRL. Pitman's asymptotic relative efficiency is employed to assess the performance of the tests. For some classes of life distributions our tests are better than, or well comparable with, other available tests. We carried out numerical simulations and produced a table for the critical values of one of the proposed tests.

Keywords: Life; distributions; Decreasing; variance; residual; life; Moment; inequalities; Characterization; of; exponentiality; Testing; for; exponentiality; Asymptotic; efficiency (search for similar items in EconPapers)
Date: 2008
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(08)00041-2
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:78:y:2008:i:13:p:1792-1799

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:stapro:v:78:y:2008:i:13:p:1792-1799