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A generalized Hollander-Proschan type test for NBUE alternatives
Authors:MZ Anis  M Mitra
Institution:
  • a SQC & OR Unit, Indian Statistical Institute, 203, B. T. Road, Calcutta 700 108, India
  • b Department of Mathematics, Bengal Engineering & Science University, Shibpur, Howrah 711103, India
  • Abstract:In this note we develop a family of test statistics for testing exponentiality against NBUE alternatives. The asymptotic distribution of the test statistics is derived. The test statistics are shown to be asymptotically normal and consistent. This family of test statistics includes the test proposed by Hollander and Proschan (1975) as a special case. Efficiency studies have also been done.
    Keywords:primary  62G10  secondary  62N05  90B25
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