A test for the variance residual life

Abstract

In this paper we develop a test based on the empirical distribution function for the alternative representing 'decreasing variance residual life1 property. The test is consistent with asymptotically normal test statistic and is shown to perform well in the Pitman's asymptotic relative efficiency sense.

Keywords:

• variance residual life
• consistency; survival function
• probabi1i ty density function
• asymptotic normali ty
• asymptotic relative efficiency