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Testing exponentiality using mean residual quantile function

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Abstract

In the present paper, a non-parametric test is developed to test exponentiality using mean residual quantile function. Asymptotic distribution of the test statistic is derived. Simulation studies are carried out to assess the efficiency of the test. We also compare the power of the proposed test with the existing tests. We apply the proposed test to two real life data sets.

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Acknowledgments

We thank reviewers and editor for their constructive comments.

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Authors and Affiliations

  1. Department of Statistics, Cochin University of Science and Technology, Cochin, 682 022, India

    P. G. Sankaran & N. N. Midhu

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  1. P. G. Sankaran
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  2. N. N. Midhu
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Correspondence to N. N. Midhu.

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Sankaran, P.G., Midhu, N.N. Testing exponentiality using mean residual quantile function. Stat Papers 57, 235–247 (2016). https://doi.org/10.1007/s00362-014-0651-1

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