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Biometrika 1983 70(2):514-518; doi:10.1093/biomet/70.2.514
© 1983 by Biometrika Trust
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MISCELLANEA

A class of tests for exponentiality against increasing failure rate average alternatives

JAYANT V. DESHPANDE

Department of Statistics, Panjab University Chandigarh, India

A class of tests is proposed for testing exponentiality against the increasing failure rate average class of nonexponential probability distributions. Some of these tests are consistent as well for the larger class, new better than used. Compared to its competitors these statistics are remarkably simple. They are U-statistics and hence asymptotically normally distributed. The asymptotic relative efficiency with respect to the Hollander-Proschan statistic and the cumulative total time on test statistic are reasonably high.

Key Words: Asymptotic relative efficiency • Cumulative total time on test statistic • Hollander-Proschan statistic • New better than used • Reliability theory • U-statistic


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