Testing Exponentiality Against Laplace Order Dominance- |
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Authors: | SUJIT KUMAR BASU MURARI MITRA |
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Institution: | 1. National Institute of Management, Calcutta, India;2. Bengal Engineering College (Deemed University), Howarh, India |
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Abstract: | We present a statistical procedure to test that a life distribution belongs to the class of exponential distributions against that it belongs to a class of alternatives based on the Laplace transform. The test has been shown to be consistent and the asymptotic distribution of the test statistic has been obtained. The performance of the test against various classes of alternatives has been studied by means of Monte Carlo simulation. An interesting characterization theorem for exponentials, which motivates our test procedure, has been proved. |
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Keywords: | Life Distributions Laplace Ordering Exponential Distribution Characterization Theorem Asymptotic Normality |
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