A class of goodness-of-fit tests based on a new characterization of the exponential distribution

Helena Jansen Van Rensburg and Jan Swanepoel

Journal of Nonparametric Statistics, 2008, vol. 20, issue 6, 539-551

Abstract: A new characterisation of the exponential distribution in the class of new better than used in expectation (NBUE) life distributions is presented. Utilising this characterisation, a new class of goodness-of-fit tests for exponentiality against NBUE alternatives is proposed. The tests are shown to be consistent, and the limiting distributions of the test statistics under the null and alternative hypotheses are derived. The newly proposed tests are compared to existing goodness-of-fit tests by means of Pitman and approximate Bahadur relative efficiencies. A limited Monte Carlo study is conducted to compare the various tests with regard to power for small and moderate sample sizes against a range of alternative distributions. Three members of the class of test statistics are identified as being at least as effective as established tests for exponentiality against NBUE alternatives.

Date: 2008
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://hdl.handle.net/10.1080/10485250802280242 (text/html)
Access to full text is restricted to subscribers.

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:taf:gnstxx:v:20:y:2008:i:6:p:539-551

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/GNST20

DOI: 10.1080/10485250802280242

Access Statistics for this article

Journal of Nonparametric Statistics is currently edited by Jun Shao

More articles in Journal of Nonparametric Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().