TESTING EXPONENTIALITY VERSUS NBUASI BASED ON MOMENTS INEQUALITIES

by Ibrahim B. Abdul-Moniem.

Abstract: Testing exponentiality against new better (worse) than used in average at specific interval NBUASI (NWUASI) is proposed by using moment inequalities. Selected critical values are tabulated. Pitman,s asymptotic efficiencies of the test are calculated. Finally real examples are also presented to illustrate the theoretical results.

Key Words: NBUASI, NWUASI, Moment inequalities, Survival function, U-statistic, Pitman,s asymptotic efficiency

Author:
Ibrahim B. Abdul-Moniem, taib51@hotmail.com

Editor: Xie, M, XIE_MIN@NUS.EDU.SG

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