Testing Exponentiality Versus a Trend Change in Mean Residual Life

Use of mean residual life in testing departures from exponentiality

We utilize the important characterization that E(X − t |X > t) is a constant for t ∈ [0,∞) if and only if X is distributed as an exponential random variable, in order to construct a new test procedure for exponentiality. We discuss asymptotic distribution theory and other properties of the proposed procedure. Simulation studies indicate that the proposed statistic has very good power in a large...

The use of Mean Residual Life in testing departures from Exponentiality

We utilize the important characterization that E(X− t|X > t) is a constant for t ∈ [0,∞) if and only if X is distributed as an exponential random variable, in order to construct a new test procedure for exponentiality. We discuss asymptotic distribution theory and other properties of the proposed procedure. Simulation studies indicate that the proposed statistic has very good power in a large v...

Conditional Mean Residual Life Estimation

Testing Exponentiality Versus Pareto Distribution via Likelihood Ratio

Testing Exponentiality Versus Pareto Distribution via Likelihood Ratio Tomasz J. Kozubowski a , Anna K. Panorska a , Fares Qeadan a , Alexander Gershunov b & Debra Rominger c a Department of Mathematics and Statistics, University of Nevada, Reno, Nevada, USA b Climate Research Division, Scripps Institution of Oceanography, San Diego, California, USA c Game Design, International Game Technology,...

Estimation of a Monotone Mean Residual Life