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On testing exponentiality against IFRA alternatives

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Summary

We present a class of tests for exponentiality against IFRA alternatives. The class of tests of Deshpande (1983) is a subclass of ours. We also treat the same problem when the data is randomly censored from the right. The results of an asymptotic relative efficiency comparison indicate the superiority of our tests.

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This research was supported by an NSERC Canada operating grant at the University of Alberta.

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Aly, EE. On testing exponentiality against IFRA alternatives. Metrika 36, 255–267 (1989). https://doi.org/10.1007/BF02614098

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  • DOI: https://doi.org/10.1007/BF02614098

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