Quantile based tests for exponentiality against DMRQ and NBUE alternatives

Article Type

Research Article

Publication Title

Journal of the Korean Statistical Society

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.

First Page

185

Last Page

200

DOI

10.1016/j.jkss.2017.12.003

Publication Date

6-1-2018

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