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Testing exponentiality based on the extropy of record values

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  • Peihan Xiong
  • Weiwei Zhuang
  • Guoxin Qiu

Abstract

In this paper, we first present a characterization of exponential distribution based on the extropy of record values and next introduce a goodness-of-fit test for exponentiality. Monte Carlo simulation is used to compute the critical values of our proposed test for different sample sizes and significance levels. To show the advantage of the proposed test, we adopt 58 competitor tests and compute the adjusted power against different alternatives with distinct types of hazard function. The power results show that our proposed test has superior adjusted power if the alternatives have increasing failure rates or bathtub decreasing-increasing failure rates, especially when the sample size is small. Finally, three real examples are used to illustrate the applicability and robustness of our proposed test by monitoring the p-values of the tests.

Suggested Citation

  • Peihan Xiong & Weiwei Zhuang & Guoxin Qiu, 2022. "Testing exponentiality based on the extropy of record values," Journal of Applied Statistics, Taylor & Francis Journals, vol. 49(4), pages 782-802, March.
    • Handle: RePEc:taf:japsta:v:49:y:2022:i:4:p:782-802
    DOI: 10.1080/02664763.2020.1840535
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