On some tests for exponentiality based on the mean residual life function
Keywords:
Brownian bridge, limit theorems, Monte Carlo simulations.Abstract
We build on the work of Aly (1983) and Jammalamadaka & Taufer (2006) to developnew tests for exponentiality based on the mean residual life function. We obtain theasymptotic null distributions of the proposed tests and give approximations for theirlimiting critical values. We also give tables of their finite sample Monte Carlo criticalvalues. We report the results of several Monte Carlo studies conducted to compare theproposed tests with a number of their competitors in terms of power.References
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