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On testing alternative classes of life distribution with guaranteed survival times

Author

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  • Ahmad, Ibrahim A.
  • Sepehrifar, Mohammad B.

Abstract

Nonparametric procedures are proposed for testing exponentiality against several new aging classes of life distributions. The main idea is to test if the lifetime of a system, whose failure time has occurred in between visits, belongs to some alternative new aging classes of life distribution. This knowledge enables us to better estimate premium amounts for clients by more accurately estimating value when encountering left or interval-censored data. One possible approach to perform these tests is based on the empirical distribution function. The limiting distributions of the presented test statistics are given for a well known alternative when the null distribution is exponential. For small sample sizes, the power of the tests are calculated. The results derived by a Monte Carlo method show an excellent power of these procedures for some common alternative distributions.

Suggested Citation

  • Ahmad, Ibrahim A. & Sepehrifar, Mohammad B., 2009. "On testing alternative classes of life distribution with guaranteed survival times," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 857-864, February.
    • Handle: RePEc:eee:csdana:v:53:y:2009:i:4:p:857-864
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    References listed on IDEAS

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    1. Klar, Bernhard, 2000. "A class of tests for exponentiality against HNBUE alternatives," Statistics & Probability Letters, Elsevier, vol. 47(2), pages 199-207, April.
    2. Wang, Yong, 2008. "Dimension-reduced nonparametric maximum likelihood computation for interval-censored data," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2388-2402, January.
    3. Ibrahim A. Ahmad & Ibrahim A. Alwasel, 1999. "A Goodness‐of‐fit Test for Exponentiality Based on the Memoryless Property," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(3), pages 681-689.
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    Cited by:

    1. Mohammad Sepehrifar & Shantia Yarahmadian, 2017. "Decreasing renewal dichotomous Markov noise shock model with hypothesis testing applications," Statistical Papers, Springer, vol. 58(4), pages 1115-1124, December.
    2. Sepehrifar, Mohammad B. & Khorshidian, Kavoos & Jamshidian, Ahmad R., 2015. "On renewal increasing mean residual life distributions: An age replacement model with hypothesis testing application," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 117-122.

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