Testing Exponentiality Against RNBRU Class of Life Distributions
by
M. Z. Anis
SQC & OR Unit, Indian Statisitcal Institute, 203 B. T. Road, Calcutta - 700 108, INDIA

In this paper a moment inequality for Renewal New is Better than Renewal Used (RNBRU) class of life distributions is derived. A simple test statistic for testing exponentiality against RNBRU is constructed on the basis of this inequality. The test statistic is proved to be asymptotically normal. The asymptotic relative efficiency of the test is studied and the critical values of the proposed statistic are calculated for small sample sizes. It is shown that the proposed test is simple and has high relative efficiency for some commonly used alternatives. A set of real data is analyzed as an example to elucidate the use of the proposed test statistics for practical reliability analysis.

Date received: January 2, 2008

Copyright © 2008 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cavi-22.