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Exact and asymptotic tests of exponentiality against nonmonotonic mean time to failure type alternatives
Statistical Papers ( IF 1.3 ) Pub Date : 2021-03-02 , DOI: 10.1007/s00362-021-01226-3
Ruhul Ali Khan , Dhrubasish Bhattacharyya , Murari Mitra

The performance and effectiveness of an age replacement policy can be assessed by its mean time to failure (MTTF) function. In this paper we propose a class of tests to detect trend change in MTTF function. We develop test statistics utilising a measure of deviation based on a weighted integral approach. We derive the exact and asymptotic distributions of our test statistics exploiting L-statistic theory and also establish the consistency of the test as a consequence of our results. A Monte Carlo study is conducted to evaluate the performance of the proposed test. Finally, we apply our test to some real life data sets for illustrative purposes.



中文翻译:

针对非单调平均故障时间类型替代方案的指数精确和渐近检验

可以通过其平均失效时间(MTTF)功能来评估年龄替换策略的性能和有效性。在本文中,我们提出了一类测试来检测MTTF函数的趋势变化。我们基于加权积分方法利用偏差的度量来开发测试统计数据。我们利用L统计理论推导检验统计量的精确和渐近分布,并根据结果建立检验的一致性。进行了蒙特卡洛研究,以评估所提议测试的性能。最后,出于说明目的,我们将测试应用于一些现实生活中的数据集。

更新日期:2021-03-02
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