Testing for exponentiality against monotone failure rate average alternatives |
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Authors: | William A Link |
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Institution: | Patuxent Wildlife Research Center , Laurel, MD, 20708 |
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Abstract: | We propose a test for exponentiality against the class of non-exponential distributions having monotone failure rate averages. The test statistic, which is a U-statistic and hence asymptotically normally distributed, is much simpler than its competitors yet compares favorably with them in efficiency and power comparisons. |
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Keywords: | Deshpandé test U-statistic asymptotic relative efficiency |
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