Journal of the Iranian Statistical Society, Volume (18), No (2), Year (2019-8) , Pages (39-61)

Title : ( Testing Exponentiality Based on the Lin Wong Divergence on the Residual Lifetime Data )

Authors: MOHADESEH KHALILI , Arezou Habibirad ,

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Abstract

Testing exponentiality has long been an interesting issue in statistical inferences. The present article is based on a modified measure of distance between two distributions. The proposed new measure is similar to the Kullback Leibler divergence and it is related to the Lin Wong divergence applied on the residual lifetime data. A modified measure is developed here which is a consistent test statistic for testing the hypothesis of exponentiality against some alternatives. First, we consider a method similar to Vasicek’s and Correa’s techniques of estimating the density function in order to making statistic for LW divergence. Then the critical values of the test are computed, using a Monte Carlo simulation method. Also, we find the differences of exponential distribution detection power between the proposed test and other tests. It is shown that the proposed test performs better than other tests of exponentiality when the hazard rate is in the form of an increasing function. Finally, a case of application of the proposed test is shown through two illustrative examples.

Keywords

, Anderson Darling statistic, Correa’s technique, Cramer von Mises statistic, Exponentiality test, Goodness of fit testing, Kolmogorov Smirnov statistic, Kullback Leibler divergence, Lin Wong divergence, Residual lifetime data, Vasicek’s technique, Zhang’s statistics.
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@article{paperid:1077026,
author = {KHALILI, MOHADESEH and Habibirad, Arezou},
title = {Testing Exponentiality Based on the Lin Wong Divergence on the Residual Lifetime Data},
journal = {Journal of the Iranian Statistical Society},
year = {2019},
volume = {18},
number = {2},
month = {August},
issn = {1726-4057},
pages = {39--61},
numpages = {22},
keywords = {Anderson Darling statistic; Correa’s technique; Cramer von Mises statistic; Exponentiality test; Goodness of fit testing; Kolmogorov Smirnov statistic; Kullback Leibler divergence; Lin Wong divergence; Residual lifetime data; Vasicek’s technique; Zhang’s statistics.},
}

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%0 Journal Article
%T Testing Exponentiality Based on the Lin Wong Divergence on the Residual Lifetime Data
%A KHALILI, MOHADESEH
%A Habibirad, Arezou
%J Journal of the Iranian Statistical Society
%@ 1726-4057
%D 2019

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