• Title/Summary/Keyword: exponentiality

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Consistency of a Modified W Test for Exponentiality

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.629-637
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    • 2002
  • Shapiro and Wilk(1972) developed a test for exponentiality with origin and scale unknown. The procedure consists of comparing the generalized least squares estimate of scale with the estimate of scale given by the sample variance. However the test based on the statistic is inconsistent Kim(2001a) proposed a modified Shapiro-Wilk's test statistic using the ratio of two asymptotically efficient estimators of scale. In this paper, we study the consistency of the proposed test.

The Limit Distribution of a Modified W-Test Statistic for Exponentiality

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.473-481
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    • 2001
  • Shapiro and Wilk (1972) developed a test for exponentiality with origin and scale unknown. The procedure consists of comparing the generalized least squares estimate of scale with the estimate of scale given by the sample variance. However the test statistic is inconsistent. Kim(2001) proposed a modified Shapiro-Wilk's test statistic based on the ratio of tow asymptotically efficient estimates of scale. In this paper, we study the asymptotic behavior of the statistic using the approximation of the quantile process by a sequence of Brownian bridges and represent the limit null distribution as an integral of a Brownian bridge.

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A new test of exponentiality against NDVRL

  • Hassan, M.KH.
    • International Journal of Reliability and Applications
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    • v.16 no.2
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    • pp.123-133
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    • 2015
  • In this paper, the problem of testing exponentiality against net decreasing variance residual lifetime (NDVRL) classes of life distributions is investigated. For this property a nonparametric test is presented based on kernel method. The test is presented for complete and right censored data. Furthermore, Pitman's asymptotic relative efficiency (PARE) is discussed to assess the performance of the test with respect to other tests. Selected critical values are tabulated. Some numerical simulations on the power estimates are presented for proposed test. Finally, numerical examples are presented for the purpose of illustrating our test.

A Modification of the W Test for Exponentiality

  • Kim, Nam-Hyun
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.159-171
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    • 2001
  • Shapiro and Wilk (1972) developed a test for exponentiality with origin and scale unknown. The procedure consists of comparing the generalized least squares estimate of scale with the estimate of scale given by the sample variance. However the test statistic is inconsistent ; that is, the power of the test will not approach 1 as the sample size increases. Hence we give a test based on the ratio of two asymptotically efficient estimates of scale. We also have conducted a power study to compare the test procedures, using Monte Carlo samples from a wide range of alternatives. It is found that the suggested statistics have higher power for the alternatives with the coefficient of variation greater that or equal to 1.

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Moment inequalities of $NBU_{mgf}$ with testing hypotheses application

  • Mahmoud, M.A.W.;Gadallah, A.M.
    • International Journal of Reliability and Applications
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    • v.13 no.2
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    • pp.57-69
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    • 2012
  • Our goal in this paper is to establish inequalities for the moments of new better than used in the moment generating function class ($NBU_{mgf}$). Using these inequalities we propose a new test for exponentiality versus $NBU_{mgf}$ class. Pitman's asymptotic relative efficiency, power and critical values of this test are calculated to assess the performance of the test. We proposed also a new test for exponentiality versus $NBU_{mgf}$ in the right censored data. Sets of real data are used as an example to elucidate the use of the proposed test for practical problems.

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Goodness-of-Fit Test for the Exponential Distribution Based on the Transformed Sample Lorenz curve

  • Suk-Bok;Young-Suk
    • Communications for Statistical Applications and Methods
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    • v.7 no.1
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    • pp.277-284
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    • 2000
  • The transformed sample Lorenz curve provides a powerful and easily computed goodness-of-fit test for exponentiality which does not depend on the unknown scale parameter. We compare the power of the transformed sample Lorenz curve statistic with the other goodness-of-fit tests for exponentiality against various alternatives through Monte Carlo methods and discuss the results.

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A Goodness of Fit Approach to Testing Exponential Better than Used (EBU) Life Distributions

  • Abu-Youssef, S.E.
    • International Journal of Reliability and Applications
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    • v.9 no.1
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    • pp.71-78
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    • 2008
  • Based on the goodness of fit approach, a new test is presented for testing exponentiality versus exponential better (worse) than used (EBU (EWU)) class of life distributions. The new test is much simpler to compute, asymptotically normal, enjoys good power and performs better than previous tests in terms of power and Pitman asymptotic efficiencies for several alternatives.

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Testing NBUCA Class of Life Distribution Using U-Test

  • Al-Nachawati, H.
    • International Journal of Reliability and Applications
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    • v.8 no.2
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    • pp.125-135
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    • 2007
  • In this paper, testing exponentiality against new better than used in convex average and denote by (NBUCA), or its dual (NWUCA) is investigated through the U-test. The percentiles of these tests are tabulated for samples sizes n = 5(1)40. The power estimates of the test are simulated for some commonly used distributions in reliability. Pitman's asymptotic efficiency of the test is calculated and compared. Data of 40 patients suffering from blood cancer disease (Leukemia) is considered as a practical application of the proposed test in the medical sciences.

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Testing unknown age classes of life distributions based on TTT-transform

  • El-Din, M.M. Mohie;Abu-Youssef, S.E.;Ali, Nahed S.A.
    • International Journal of Reliability and Applications
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    • v.14 no.1
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    • pp.1-9
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    • 2013
  • A nonparametric procedure for testing exponentially against used better than aged in expectation (UBAE) class of life distributions is presented. We construct a test statistics based on scaled total time on test (TTT)-transformation, to test exponentiality against UBAE class of life distributions. The distribution of the statistic is investigated via simulation. Practical applications of the proposed test are presented.

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A Modification of the Shapiro-Wilk Test for Exponentiality Based on Censored Data (중도절단자료에 대한 수정된 SHAPIRO-WILK 지수 검정)

  • Kim, Nam-Hyun
    • The Korean Journal of Applied Statistics
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    • v.21 no.2
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    • pp.265-273
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    • 2008
  • Kim (2001a) presented a modification of the Shapiro and Wilk (1972) test for exponentiality based on the ratio of two asymptotically efficient estimates of scale. In this paper we modify this test statistic when the sample is censored. We use the normalized spacings based on the sample data, which was used in Samanta and Schwarz (1988) to modify the Shapiro and Wilk (1972) statistic to the censored data. As a result the modified statistics have the same null distribution as the uncensored case with a corresponding reduction in sample size. Through a simulation study it is found that the proposed statistic has higher power than Samanta and Schwarz (1988) statistic especially for the alternatives with the coefficient of variation greater than or equal to 1.