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A new test for exponentiality against HNBUE alternatives

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  • Shyamal Ghosh
  • Murari Mitra

Abstract

Two families of test statistics for testing the null hypothesis of exponentiality against Harmonic New Better than Used in Expectation (HNBUE) alternatives are proposed. Asymptotic distributions of the test statistics are derived under the null and alternative hypotheses and the consistency of the tests established. Comparison with competing tests are made in terms of Pitman Asymptotic Relative Efficiency (PARE). Simulation studies have been carried out to assess the performance of the tests. Finally, the test has been applied to three real life data sets described in Proschan, Susarla and Van Ryzin and Engelhardt, Bain and Wright.

Suggested Citation

  • Shyamal Ghosh & Murari Mitra, 2020. "A new test for exponentiality against HNBUE alternatives," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 49(1), pages 27-43, January.
    • Handle: RePEc:taf:lstaxx:v:49:y:2020:i:1:p:27-43
    DOI: 10.1080/03610926.2018.1528370
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    Cited by:

    1. Walid B. H. Etman & Mohamed S. Eliwa & Hana N. Alqifari & Mahmoud El-Morshedy & Laila A. Al-Essa & Rashad M. EL-Sagheer, 2023. "The NBRULC Reliability Class: Mathematical Theory and Goodness-of-Fit Testing with Applications to Asymmetric Censored and Uncensored Data," Mathematics, MDPI, vol. 11(13), pages 1-22, June.

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