TESTING EXPONENTIALITY AGAINST IDMRL DISTRIBUTIONS WITH UNKNOWN CHANGE POINT

被引：15

作者：

HAWKINS, DL

KOCHAR, S

LOADER, C

机构：

[1] INDIAN STAT INST,NEW DELHI 110016,INDIA

[2] AT&T BELL LABS,MURRAY HILL,NJ 07974

来源：

ANNALS OF STATISTICS | 1992年 / 20卷 / 01期

关键词：

STATISTICAL DIFFERENTIAL; GAUSSIAN PROCESS; RELIABILITY THEORY; MEAN RESIDUAL LIFE;

D O I：

10.1214/aos/1176348522

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Guess, Hollander and Proschan proposed tests for exponentiality versus IDMRL (increasing initially and then decreasing mean residual life) distributions when the change point, or corresponding quantile, is known. In this paper we propose two tests which do not require such knowledge of the change point. The tests are based on estimates of functionals of the cdf which discriminate between the exponential and IDMRL families.

引用

页码：280 / 290

页数：11

共 14 条

[1] THE CLASS OF MEAN RESIDUAL LIVES AND SOME CONSEQUENCES [J].