IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v47y2000i2p199-207.html
   My bibliography  Save this article

A class of tests for exponentiality against HNBUE alternatives

Author

Listed:
  • Klar, Bernhard

Abstract

This paper presents tests of exponentiality against HNBUE alternatives. The new class of test statistics is based on the difference between the integrated distribution function and its empirical counterpart. As special cases, the class includes the asymptotically most powerful test for exponentiality against the Makeham alternative and the first nonzero component of Neyman's smooth test of fit for the exponential distribution.

Suggested Citation

  • Klar, Bernhard, 2000. "A class of tests for exponentiality against HNBUE alternatives," Statistics & Probability Letters, Elsevier, vol. 47(2), pages 199-207, April.
    • Handle: RePEc:eee:stapro:v:47:y:2000:i:2:p:199-207
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(99)00157-1
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Muller, Alfred, 1996. "Orderings of risks: A comparative study via stop-loss transforms," Insurance: Mathematics and Economics, Elsevier, vol. 17(3), pages 215-222, April.
    2. Kochar, Subhash C. & Deshpande, Jayant V., 1985. "On exponential scores statistics for testing against positive aging," Statistics & Probability Letters, Elsevier, vol. 3(2), pages 71-73, April.
    3. Aly Emad-Eldin A. A., 1992. "On Testing Exponentiality Against Hnbue Alternatives," Statistics & Risk Modeling, De Gruyter, vol. 10(3), pages 239-250, March.
    4. J. Koziol, 1987. "An alternative formulation of Neyman’s smooth goodness of fit tests under composite alternatives," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 34(1), pages 17-24, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. F. Belzunce & J. Pinar & J. Ruiz, 2005. "On testing the dilation order and HNBUE alternatives," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(4), pages 803-815, December.
    2. Sreenivasa Rao Jammalamadaka & Emanuele Taufer, 2001. "Testing Exponentiality by comparing the Empirical," Quaderni DISA 053, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Sep 2003.
    3. Anis, M.Z. & Mitra, M., 2011. "A generalized Hollander-Proschan type test for NBUE alternatives," Statistics & Probability Letters, Elsevier, vol. 81(1), pages 126-132, January.
    4. Sreenivasa Rao Jammalamadaka & Emanuele Taufer, 2002. "The use of Mean Residual Life in testing departures from Esxponentiality," Quaderni DISA 071, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Sep 2003.
    5. Ghosh, Shyamal & Mitra, Murari, 2017. "A weighted integral approach to testing against HNBUE alternatives," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 58-64.
    6. 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.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ghosh, Shyamal & Mitra, Murari, 2017. "A weighted integral approach to testing against HNBUE alternatives," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 58-64.
    2. Sreenivasa Rao Jammalamadaka & Emanuele Taufer & György H. Terdik, 2021. "Asymptotic theory for statistics based on cumulant vectors with applications," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 708-728, June.
    3. Muller, Alfred, 1998. "Comparing risks with unbounded distributions," Journal of Mathematical Economics, Elsevier, vol. 30(2), pages 229-239, September.
    4. Christian Kleiber & Walter Kraemer, 2000. "Efficiency, Equity, and Generalized Lorenz Dominance," CESifo Working Paper Series 343, CESifo.
    5. Loperfido, Nicola, 2020. "Some remarks on Koziol’s kurtosis," Journal of Multivariate Analysis, Elsevier, vol. 175(C).
    6. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Multivariate Hermite polynomials and information matrix tests," Working Paper series 21-12, Rimini Centre for Economic Analysis.
    7. Yang, Jianping & Hu, Taizhong, 2016. "New developments on the Lp-metric between a probability distribution and its distortion," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 236-243.
    8. Hurlimann, Werner, 2006. "A note on generalized distortion risk measures," Finance Research Letters, Elsevier, vol. 3(4), pages 267-272, December.
    9. Wanfang Chen & Marc G. Genton, 2023. "Are You All Normal? It Depends!," International Statistical Review, International Statistical Institute, vol. 91(1), pages 114-139, April.
    10. Sangyeol Lee & Simos G. Meintanis & Minyoung Jo, 2019. "Inferential procedures based on the integrated empirical characteristic function," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 103(3), pages 357-386, September.
    11. F. Belzunce & J. Pinar & J. Ruiz, 2005. "On testing the dilation order and HNBUE alternatives," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(4), pages 803-815, December.
    12. Juri, Alessandro & Wuthrich, Mario V., 2002. "Copula convergence theorems for tail events," Insurance: Mathematics and Economics, Elsevier, vol. 30(3), pages 405-420, June.
    13. Müller, Alfred & Scarsini, Marco, 2012. "Fear of loss, inframodularity, and transfers," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1490-1500.
    14. Cheung, Ka Chun, 2010. "Characterizing a comonotonic random vector by the distribution of the sum of its components," Insurance: Mathematics and Economics, Elsevier, vol. 47(2), pages 130-136, October.
    15. Bauerle, Nicole & Muller, Alfred, 2006. "Stochastic orders and risk measures: Consistency and bounds," Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 132-148, February.
    16. Wang, Shaun & Dhaene, Jan, 1998. "Comonotonicity, correlation order and premium principles," Insurance: Mathematics and Economics, Elsevier, vol. 22(3), pages 235-242, July.
    17. Denuit, Michel & Vermandele, Catherine, 1998. "Optimal reinsurance and stop-loss order," Insurance: Mathematics and Economics, Elsevier, vol. 22(3), pages 229-233, July.
    18. Wang, Shaun S. & Young, Virginia R., 1998. "Ordering risks: Expected utility theory versus Yaari's dual theory of risk," Insurance: Mathematics and Economics, Elsevier, vol. 22(2), pages 145-161, June.
    19. Klar, Bernhard, 2002. "A Treatment of Multivariate Skewness, Kurtosis, and Related Statistics," Journal of Multivariate Analysis, Elsevier, vol. 83(1), pages 141-165, October.
    20. Sourou Corneille Teba, 2017. "Using Effective Strategies for Errors Correction in EFL Classes: A Case Study of Secondary Public Schools in Benin," Journal of Education and e-Learning Research, Asian Online Journal Publishing Group, vol. 4(2), pages 63-71.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:47:y:2000:i:2:p:199-207. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.