Characterizations of exponentiality within the HNBUE class and related tests |
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Authors: | José R. Berrendero,Javier Cá rcamo |
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Affiliation: | Departamento de Matemáticas, Universidad Autónoma de Madrid, 28049 Madrid, Spain |
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Abstract: | A harmonic new better than used in expectation (HNBUE) variable is a random variable which is dominated by an exponential distribution in the convex stochastic order. We use a recently obtained condition on stochastic equality under convex domination to derive characterizations of the exponential distribution and bounds for HNBUE variables based on the mean values of the order statistics of the variable. We apply the results to generate discrepancy measures to test if a random variable is exponential against the alternative that is HNBUE, but not exponential. |
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Keywords: | 60E15 60E99 62E99 62G10 62E20 secondary, 62N05 |
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