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A class of tests for testing ‘new is better than used’
Authors:Hira L Koul
Abstract:A class of tests is proposed for testing H0 F?(x) = e?λx, λ > 0, x≥0 vs. H1 F?(x + y) ≤ F?(x)F?(y), x, y≥0, with strict inequality for some x, y ≥ 0 (F = new is better than used). Efficiency comparisons of some tests within the class are made and a new test is proposed on the basis of these comparisons. Consistency and the asymptotic normality of the class of tests is proved under fairly broad conditions on the underlying entities.
Keywords:Monte Carlo methods  asymptotic normality  unbiased tests  Pitman efficiency  AMS 1970 subject classifications: Primary 62N05  secondary 62G10
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