Proceedings of the Korean Reliability Society Conference (한국신뢰성학회:학술대회논문집)
- 2004.07a
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- Pages.167-175
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- 2004
Nonparametric Tests for Detecting Greater Residual Life Times
- Lim, Jae-Hak (Department of Accounting, Hanbat National University) ;
- Ibrahim A. Ahmad (Department of statistics and Actuarial Science University of central Florida) ;
- Park, Dong-Ho (Department of statistics, Hallym University)
- Published : 2004.07.01
Abstract
A nonparametric procedure is proposed to test the exponentiality against the hypothesis that one life distribution has a greater residual life times than the other life distribution. Such a hypothesis turns out to be equivalent to the one that one failure rate is greater than the other and so the proposed test works as a competitor to more IFR tests by Kochar (1979, 1981) and Cheng (1985). Our test statistic utilizes the U-statistics theory and a large sample nonpara metric test is established. The power of the proposed test is discussed by calculating the Pitman asymptotic relative efficiencies against several alter native hypotheses. A numerical example is presented to exemplify the proposed test.
Keywords
- Exponential distribution;
- residual life times;
- U-statistics;
- asymptotic normality;
- failure rate;
- asymptotic relative efficiency