Use of mean residual life in testing departures from exponentiality
نویسندگان
چکیده
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 variety of situations.
منابع مشابه
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...
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