A New Test for New Better Than Used in Expectation Lifetimes |
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Authors: | Edgardo Lorenzo Hari Mukerjee |
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Affiliation: | 1. Department of Mathematics, University of Puerto Rico at Mayagüez, Mayagüez, Puerto Rico;2. Department of Mathematics and Statistics, Wichita State University, Wichita, Kansas, USA |
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Abstract: | The mean residual life of a non negative random variable X with a finite mean is defined by M(t) = E[X ? t|X > t] for t ? 0. A popular nonparametric model of aging is new better than used in expectation (NBUE), when M(t) ? M(0) for all t ? 0. The exponential distribution lies at the boundary. There is a large literature on testing exponentiality against NBUE alternatives. However, comparisons of tests have been made only for alternatives much stronger than NBUE. We show that a new Kolmogorov-Smirnov type test is much more powerful than its competitors in most cases. |
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Keywords: | New better than used in expectation Hypothesis test Asymptotic properties. |
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