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Quantile based tests for exponentiality against DMRQ and NBUE alternatives

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Abstract

Quantile-based reliability analysis has received much attention recently. We propose new quantile-based tests for exponentiality against decreasing mean residual quantile function (DMRQ) and new better than used in expectation (NBUE) classes of alternatives. The exact null distribution of the test statistic is derived when the alternative class is DMRQ. The asymptotic properties of both the test statistics are studied. The performance of the proposed tests with other existing tests in the literature is evaluated through simulation study. Finally, we illustrate our test procedure using real data sets.

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Authors and Affiliations

  1. Indian Statistical Institute, Chennai, India

    N. Sreelakshmi & Sudheesh K. Kattumannil

  2. Department of Statistics, Cochin University of Science & Technology, Kochi, India

    G. Asha

Authors
  1. N. Sreelakshmi
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  2. Sudheesh K. Kattumannil
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  3. G. Asha
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Correspondence to N. Sreelakshmi.

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Sreelakshmi, N., Kattumannil, S.K. & Asha, G. Quantile based tests for exponentiality against DMRQ and NBUE alternatives. J. Korean Stat. Soc. 47, 185–200 (2018). https://doi.org/10.1016/j.jkss.2017.12.003

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  • DOI: https://doi.org/10.1016/j.jkss.2017.12.003

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