Quantile based tests for exponentiality against DMRQ and NBUE alternatives |
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Authors: | Sreelakshmi N Sudheesh K Kattumannil Asha G |
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Institution: | 1. Indian Statistical Institute, Chennai, India;2. Department of Statistics, Cochin University of Science & Technology, Kochi, India |
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Abstract: | Quantile-based reliability analysis has received much attention recently. We propose new quantile-based tests for exponentiality against decreasing mean residual quantile function (DMRQ) and new better than used in expectation (NBUE) classes of alternatives. The exact null distribution of the test statistic is derived when the alternative class is DMRQ. The asymptotic properties of both the test statistics are studied. The performance of the proposed tests with other existing tests in the literature is evaluated through simulation study. Finally, we illustrate our test procedure using real data sets. |
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Keywords: | 62G10 62G20 DMRQ Exponential distribution Gini mean difference Mean residual quantile function NBUE |
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