• 제목/요약/키워드: testing exponentiality

검색결과 28건 처리시간 0.016초

NBU에 대한 지수성 검정법에 관한 연구 (A New Test for New Better than Used Class)

  • 김환중
    • 품질경영학회지
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    • 제27권2호
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    • pp.143-151
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    • 1999
  • In this thesis, a new test statistic is proposed for testing exponentiality against New Better than Used (NBU) alternatives. Our test statistic, which is based on a quadratic function of the order statistics from the sample, is readily applied in the case of small sample. Also, Our test statistic is more simple than the test statistic of Hollander and Proschan(1972).

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A Study for Test for NBU in Convex Ordering

  • Kim, Hwan Joong;Kim, Jae Joo
    • 품질경영학회지
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    • 제19권2호
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    • pp.138-144
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    • 1991
  • In this paper, we suggest the test statistic based on the total time on test (TTT-) transtorm for testing exponentiality against new better than used in convex ordering (NBUC) and its dual, new worse than used in convex ordering (NWUC). The validity of the test is examined by simulation for some alternative distributions when the sample size is n = 10 and n = 20.

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척도모수가 미지인 임의중도절단자료의 EDF 통계량을 이용한 지수 검정 (Testing Exponentiality Based on EDF Statistics for Randomly Censored Data when the Scale Parameter is Unknown)

  • 김남현
    • 응용통계연구
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    • 제25권2호
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    • pp.311-319
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    • 2012
  • 수명시간 분석에서 가장 간단하고 또한 자주 이용되는 분포는 지수분포이다. Koziol과 Green (1976)은 Cram$\acute{e}$r-von Mises 통계량을 Kaplan-Meier의 product limit 경험분포함수를 이용하여 임의중도절단자료에 대해서 일반화하였다. 그러나 이 통계량은 모수의 값이 주어진 단순귀무가설을 가정하고 있으므로 실제 자료에 적용하기에는 어려운 점이 있다. 본 논문에서는 척도모수가 미지인 지수분포의 적합도 검정에 모수를 추정하여 Koziol-Green 통계량을 적용하였다. 그리고 같은 방법으로, 전통적인 Kolmogorov-Smirnov 검정통계량을 일반화하고 두 가지 통계량의 검정력을 모의실험을 통하여 비교하였다. 그 결과 전반적으로 일반화된 Koziol-Green 통계량이 Kolmogorov-Smirnov 통계량보다 지수분포의 검정에 있어서는 좀 더 좋은 검정력을 보여주었다.

Nonparametric Tests for Monotonicity Properties of Mean Residual Life Function

  • Jeon, Jong-Woo;Park, Dong-Ho
    • Journal of the Korean Statistical Society
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    • 제26권1호
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    • pp.101-116
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    • 1997
  • This is primarily an expository paper that presents several nonparametric procedures for testing exponentiality against certain monotonicity properties of the mean residual life function, tests against the trend change in such function attract a great deal of attention of late in reliability analysis. In this note, we present some of the known testing procedures regarding the behavior of mean residual life function. These tests are also compared in terms of asymptotic relative efficiency and empirical power against a few alternatives. The tests based on incomplete data are also briefly discussed.

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A new approach to moment inequalities for NBRU class of life distributions with hypothesis testing applications

  • Mahmoud, M.A.W.;Albassam, M.S.;Abdulfattah, E.H.
    • International Journal of Reliability and Applications
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    • 제11권2호
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    • pp.139-151
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    • 2010
  • The main objective of this study is to present a new approach to obtain moment inequalities for the new better than renewal used (NBRU) class of life distributions. In order to achieve our main objective, the moment inequalities for NBRU class of life distribution using the new approach has been derived and then a new test for testing exponentiality against NBRU class based on these inequalities has been constructed. Then we calculate the Pitman asymptotic efficiency for the proposed test using some alternative distributions and comparing it with the other tests. Moreover, we make a comparison between Pittman asymptotic efficiencies (PAE's) and PAE's of some other tests. A simulation study is conducted to calculate the upper critical values and the power estimate of the proposed test for some common alternatives. Finally, we apply the suggested test to some real data.

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On testing NBUL aging class of life distribution

  • Hassan, M.Kh.;El-Din, M.M. Mohie;Abu-Youssef, S.E.
    • International Journal of Reliability and Applications
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    • 제15권1호
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    • pp.1-9
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    • 2014
  • Let X and $X_t$ denote the lifetime and the residual life at age t, respectively. X is said to be a NBUL (new better than used in Laplace transform order) random variable if $X_t$ is smaller than X in Laplace order, i.e., $X_t{\leq}_{LT}X$. We propose a new test statistics for testing exponentiality versus NBUL class of life distribution. The tests by Hollender and Proschan (1975) and the generalized Hollender and Proschan test by Ains and Mitra (2011) are considered as special cases of the our of test statistics. Our proposed test statistics is simple, consistent and asymptotically normal. Efficiency and powers of the test statistics for some commonly used distributions in reliability are discussed. Finally, real examples are presented to illustrate the theoretical results.

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Moment Inequalities of NBURFR and NBARFR Classes with Hypotheses Testing Applications

  • Mahmoud, M.A.W.;Alim, N.A.Abdul
    • International Journal of Reliability and Applications
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    • 제4권3호
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    • pp.141-156
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    • 2003
  • Nonparametric families of aging distributions have been the subject of investigation from long period of time and still. Both probabilistic and statistical properties of these distributions were studied for such families as new better than used renewal failure rate (NBURFR) and new better average renewal failure rate (NBARFR) classes. They have been studied by Abouammoh and Ahmed (1992). In the present work, moment inequalities are derived for the above mentioned families that demonstrate that if the mean life is finite for any of them then all higher order moments exist. Next, based on these inequalities, new test procedures for exponentiality against these families are studied showing that it is simple and hold high relative efficiency for some commonly used alternatives. Dealing with censored data case also studied.

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NBU CLASS에 관한 검정법 연구 (A Study on Test for NBU Class)

  • 김환중
    • 응용통계연구
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    • 제16권2호
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    • pp.395-406
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    • 2003
  • 본 논문에서는 신뢰성분석에서 고려되는 NBU class에 관한 새로운 검정법을 제안하였다. 제안된 검정통계량은 순서통계량의 선형함수의 형태로 이루어져있고 대표본 뿐만 아니라 소표본에서도 쉽게 적용될 수 있음을 보였다. 소표본인 경우에는 Monte Carlo 시뮬레이션을 통하여 제안된 검정통계량의 검정력을, 대표본인 경우에는 점근상대효율을 Hollander와 Proschan(1972)의 검정통계량과 비교하여 보았으며 검정통계량의 일치성도 보였다.