• 제목/요약/키워드: test exponentiality

검색결과 39건 처리시간 0.018초

A new test of exponentiality against NDVRL

  • Hassan, M.KH.
    • International Journal of Reliability and Applications
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    • 제16권2호
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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.

Consistency of a Modified W Test for Exponentiality

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • 제9권3호
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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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    • 제8권2호
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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 Modification of the W Test for Exponentiality

  • Kim, Nam-Hyun
    • Communications for Statistical Applications and Methods
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    • 제8권1호
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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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    • 제13권2호
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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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Testing NBUCA Class of Life Distribution Using U-Test

  • Al-Nachawati, H.
    • International Journal of Reliability and Applications
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    • 제8권2호
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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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    • 제14권1호
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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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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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    • 제7권1호
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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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    • 제9권1호
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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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전진 제 2종 중도절단자료에 대한 Shapiro-Wilk 형태의 지수검정 (The Shapiro-Wilk Type Test for Exponentiality Based on Progressively Type II Censored Data)

  • 김남현
    • 응용통계연구
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    • 제23권3호
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    • pp.487-495
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    • 2010
  • 본 논문에서는 지수분포의 검정에 자주 쓰이는 Shapiro와 Wilk (1972) 통계량과 이의 단점을 보완한 Kim (2001a)의 통계량을 위치모수가 주어지고 척도모수가 미지인 지수분포에서의 전진 제 2종 중도절단자료에 적용하였다. 이를 위하여 각각의 통계량을 Stephens (1978)을 이용하여 위치모수가 주어진 경우의 검정통계량으로 수정하고, 자료를 정규화 간격(normalized spacings)을 이용하여 변환하는 방법을 사용하였다. 모의실험을 통하여 검정력을 비교한 결과 Shapiro-Wilk 통계량보다 Kim (2001a)의 통계량을 이용할 때 고려한 거의 모든 경우 더 우수한 검정력을 나타내었다.