A simple non-parametric test for decreasing mean time to failure

Article Type

Research Article

Publication Title

Statistical Papers

Abstract

In this paper, we develop a simple non-parametric test for testing exponentiality against decreasing mean time to failure class alternatives. We derive the exact null distribution of the test statistic and find the critical values for different sample sizes. Asymptotic properties of the test statistics are studied. The test is compared with some other test by evaluating Pitman’s asymptotic efficacy. We also discuss how the proposed method takes the censoring information into consideration. Finally, some numerical results are presented and the test procedure is illustrated using a real data.

First Page

73

Last Page

87

DOI

10.1007/s00362-016-0827-y

Publication Date

2-15-2019

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