A class of tests for exponentiality against monotone failure rate alternatives with incomplete data (Q1821473)
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English | A class of tests for exponentiality against monotone failure rate alternatives with incomplete data |
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A class of tests for exponentiality against monotone failure rate alternatives with incomplete data (English)
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1987
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A class of tests is proposed for exponentiality against monotone failure rate alternatives when randomly right censored data are available. The class is based on an expected value inequality characterizing monotone versus constant failure rate. The inequality motivates also consistency of derived statistics. Attention is subsequently restricted to a wide subclass of tests whose asymptotic distribution is found. Some evaluations are given on the basis of Monte Carlo trials and - in the complete sample case - through Pitman asymptotic relative efficiency.
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tests for exponentiality
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monotone failure rate alternatives
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randomly right censored data
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expected value inequality
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consistency
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asymptotic distribution
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Monte Carlo trials
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Pitman asymptotic relative efficiency
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