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Use of mean residual life in testing departures from exponentiality

  • Author(s): Rao Jammalamadaka, S
  • Taufer, Emanuele
  • et al.
Abstract

We utilize the important characterization that E(X-t|X>t) is a constant for t ∈ [0, ∞) if and only if X is distributed as an exponential random variable, in order to construct a new test procedure for exponentiality. We discuss asymptotic distribution theory and other properties of the proposed procedure. Simulation studies indicate that the proposed statistic has very good power in a large variety of situations.

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