A Gini-based exact test for exponentiality against NBUE alternatives with censored observations

Sudheesh K. Kattumannil and Deemat C. Mathew

Journal of Nonparametric Statistics, 2015, vol. 27, issue 4, 503-515

Abstract: The Gini methodology in statistical inference and related area has got much attention in recent years. In this paper, using a characterisation based on the Gini index we develop a nonparametric test for testing exponentiality against new better than used in expectation class. We derive the exact null distribution of the proposed test statistic and then calculate the critical values for different sample sizes. Asymptotic properties of the test statistic are discussed. The test is compared with some other test by evaluating Pitman's asymptotic efficacy. We also discuss how to incorporate right-censored observations in our study. A simulation study is presented to demonstrate the performance of the testing method. Finally, we illustrated our test procedure using two real data sets.

Date: 2015
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DOI: 10.1080/10485252.2015.1077242

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