A generalized Hollander-Proschan type test for NBUE alternatives

In this note we develop a family of test statistics for testing exponentiality against NBUE alternatives. The asymptotic distribution of the test statistics is derived. The test statistics are shown to be asymptotically normal and consistent. This family of test statistics includes the test proposed by Hollander and Proschan (1975) as a special case. Efficiency studies have also been done.

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Year of publication:	2011
Authors:	Anis, M.Z. ; Mitra, M.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 1, p. 126-132
Publisher:	Elsevier
Keywords:	Asymptotic normality Mean residual life Order statistics

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008868982