Tests for exponentiality against new better than old in expectation and new better than some used in expectation alternatives

Abstract

We present statistical procedures for testing exponentiality againt New Better than Old in Expectation (NBOE) and New Better than Some Used in Expectation (NBSUE) alternatives. The test statistics devised for the purpose are U-Statistics and hence asymptotically normally distributed. Pitman's asymptotic relative efficiency results have been obtained and Monte Carlo study presented to compare power of the test proposed with the other tests.

Keywords:

• U-Statistic
• Consistency
• Pitman's asymptotic relative efficiency