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Testing exponentiality against a class of alternatives which includes the RNBUE distributions based on the empirical laplace transform

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Abstract

A scale-free test for exponentiality is proposed which is consistent within an extended set of models, including, but not limited to, the “renewal new better than used in expectation” (RNBUE) class of life distributions. The limiting null distribution of the test statistics is derived, and the approximate local Bahadur efficiency is calculated for several families of alternatives. Finite-sample properties of the proposed procedures are investigated via simulation. Bibliography: 24 titles.

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Authors and Affiliations

  1. Department of Economics, National and Kapodistrian University of Athens, Greece

    S. G. Meintanis

  2. Department of Mathematics and Mechanics, St. Petersburg University, Russia

    Ya. Yu. Nikitin

  3. St. Petersburg Electrotechnical University, Russia

    A. V. Tchirina

Authors
  1. S. G. Meintanis
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  2. Ya. Yu. Nikitin
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  3. A. V. Tchirina
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__________

Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 339, 2006, pp. 63–77.

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Meintanis, S.G., Nikitin, Y.Y. & Tchirina, A.V. Testing exponentiality against a class of alternatives which includes the RNBUE distributions based on the empirical laplace transform. J Math Sci 145, 4871–4879 (2007). https://doi.org/10.1007/s10958-007-0321-0

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  • DOI: https://doi.org/10.1007/s10958-007-0321-0

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