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Use of mean residual life in testing departures from exponentiality 

Authors: S. Rao Jammalamadaka a; Emanuele Taufer b
Affiliations:   a Department of Statistics and Applied Probability, University of California, Santa Barbara, USA
b Department of Computer and Management Sciences, University of Trento, Trento, Italy
DOI: 10.1080/10485250600759454
Publication Frequency: 8 issues per year
Published in: journal Journal of Nonparametric Statistics, Volume 18, Issue 3 April 2006 , pages 277 - 292
Formats available: HTML (English) : PDF (English)
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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.
Keywords: Kolmogorov-Smirnov statistic; Mean residual life; Quantile process; Test for exponentiality; Wiener process
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