The Annals of Statistics

Testing Exponentiality Against IDMRL Distributions with Unknown Change Point

D. L. Hawkins, Subhash Kochar, and Clive Loader

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Abstract

Guess, Hollander and Proschan proposed tests for exponentiality versus IDMRL (increasing initially and then decreasing mean residual life) distributions when the change point, or corresponding quantile, is known. In this paper we propose two tests which do not require such knowledge of the change point. The tests are based on estimates of functionals of the $\operatorname{cdf}$ which discriminate between the exponential and IDMRL families.

Article information

Source
Ann. Statist., Volume 20, Number 1 (1992), 280-290.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176348522

Digital Object Identifier
doi:10.1214/aos/1176348522

Mathematical Reviews number (MathSciNet)
MR1150344

Zentralblatt MATH identifier
0745.62042

JSTOR
links.jstor.org

Subjects
Primary: 62G10: Hypothesis testing

Keywords
Statistical differential Gaussian process reliability theory mean residual life

Citation

Hawkins, D. L.; Kochar, Subhash; Loader, Clive. Testing Exponentiality Against IDMRL Distributions with Unknown Change Point. Ann. Statist. 20 (1992), no. 1, 280--290. doi:10.1214/aos/1176348522. https://projecteuclid.org/euclid.aos/1176348522


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