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A moment inequality for decreasing (increasing) mean residual life distributions with hypothesis testing application

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  • Abu-Youssef, S. E.

Abstract

A moment inequality is derived for decreasing (increasing) mean residual life DMRL (IMRL) distributions. A new test statistic for testing exponentiality against DMRL (IMRL) is introduced based on this inequality. It is shown that the proposed test has high relative efficiency for some commonly used alternative and also enjoys a good power. Critical values are tabulated for sample sizes n=5(1)50. A set of real data is used as an example to elucidate the use of the proposed test statistic for practical reliability analysis.

Suggested Citation

  • Abu-Youssef, S. E., 2002. "A moment inequality for decreasing (increasing) mean residual life distributions with hypothesis testing application," Statistics & Probability Letters, Elsevier, vol. 57(2), pages 171-177, April.
    • Handle: RePEc:eee:stapro:v:57:y:2002:i:2:p:171-177
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    Citations

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    Cited by:

    1. Mervat Mahdy & Ramadan Mahdy, 2012. "On quantile reversed residual lifetime and its aging properties," METRON, Springer;Sapienza Università di Roma, vol. 70(2), pages 121-131, August.
    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.
    3. Al-Zahrani, Bander & Stoyanov, Jordan, 2008. "Moment inequalities for DVRL distributions, characterization and testing for exponentiality," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1792-1799, September.
    4. Suchandan Kayal, 2018. "On Weighted Generalized Cumulative Residual Entropy of Order n," Methodology and Computing in Applied Probability, Springer, vol. 20(2), pages 487-503, June.
    5. Sengupta, Debasis & Das, Sudipta, 2016. "Sharp bounds on DMRL and IMRL classes of life distributions with specified mean," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 101-107.
    6. Anis Mohammed Z., 2010. "On Testing Exponentiality Against DMRL Alternatives," Stochastics and Quality Control, De Gruyter, vol. 25(2), pages 281-299, January.

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