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Publication Date:
December 2011
ISSN:
1869-6147
DOI:
10.1515/EQC.2011.020

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Managing Editor: Collani, E.

null Dumitrescu, Monica / Guo, Renkuan / Kolev, N. / Rahim, Abdur / Sheil, John G. / Balogh, Albert / Carlsson, Olle / Chan, P.L.Y. / Dimitrov, Boyan / Govindaraju, K. / Gutierrez Fernandez, M. / Hryniewicz, Olgierd / Jensen, Uwe / Krumbholz, W. / Moustafa, Magdi S. / Mukherjee, S.P. / Nishina, Ken / Saniga, Erwin M. / Yum, Bong-Jin

2 Issues per year

Testing Exponentiality Against NBUL Alternatives Using Positive and Negative Fractional Moments

1SQC & OR Unit, Indian Statistical Institute, 203 B. T. Road, Calcutta 700 108, India.

Citation Information: Economic Quality Control. Volume 26, Issue 2, Pages 215–234, ISSN (Online) 1869-6147, ISSN (Print) 0940-5151, DOI: 10.1515/EQC.2011.020, December 2011

Publication History:

Received: 22/02/2011;
Published Online: 26/02/2012

Abstract

In this note a moment inequality for the New is Better than Used in Laplace ordering (NBUL) class of lifetime distributions is derived. A simple test statistic for testing exponentiality against NBUL alternatives is constructed. The test statistic is proved to be asymptotically normal and consistent. Critical values obtained by a Monte Carlo simulation are tabulated for different sample sizes. The asymptotic relative efficiency of the test is also studied.

Keywords.: Asymptotic Normality; Asymptotic Relative Efficiency; Moment Inequality

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