A Hollander-Proschan type test when ageing is not monotone

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• 作者：Shyamal Ghosh ; ^{shyamalmath2012@gmail.com} ; Murari Mitra
• 关键词：primary ; 62G10 ; secondary ; 62N05 ; 90B25
• 刊名：Statistics & Probability Letters
• 出版年：2017
• 出版时间：February 2017
• 年：2017
• 卷：121
• 期：Complete
• 页码：119-127
• 全文大小：440 K
• 卷排序：121

文摘

We develop a class of Hollander–Proschan type tests for testing exponentiality against certain non-monotonic ageing alternatives. We derive the exact distribution of our statistics under the null hypothesis and asymptotic distributions under both null and alternative hypotheses. The test is shown to be consistent. Finally, we assess the performance of the test by means of a simulation study.