Volume no :21, Issue no: 1, March (2019)

Journal of Statistics: Advances in Theory and Applications

CHARACTERIZATIONS AND TESTING HYPOTHESES FOR CLASS OF LIFE DISTRIBUTIONS

Author's: S. M. El-Arishy, L. S. Diab and E. S. El-Atfy
Pages: [71] - [89]
Received Date: March 30, 2019; Revised April 25, 2019
Submitted by:
DOI: http://dx.doi.org/10.18642/jsata_7100122044

Abstract

In this paper, we investigate the probabilistic characteristics for class, the closure properties under various reliability operations such as convolution, mixture and the homogeneous Poisson shock model are studied. A new hypothesis test is constructed to test exponentiality against based on moment inequality. Pitman asymptotic efficiency (PAE) are studied, the critical values of the test are calculated and tabulated, the power estimates are calculated to assess the performance of the test. Finally, sets of real data are used as examples to elucidate the use of the proposed test statistic for practical problems in the reliability analysis.

Keywords

convolution, mixture, homogeneous Poisson shock model, hypothesis test, efficiency, Monte Carlo method, power.