Journal of the Iranian Statistical Society پژوهشنامه انجمن آمار ایران JIRSS Basic Sciences http://jirss.irstat.ir 1 admin 1726-4057 2538-189X 8 10.29252/jirss 14 1726-4057 13 en jalali 1398 9 1 gregorian 2019 12 1 18 2 online 1 fulltext
en Testing Exponentiality Based on the Lin-Wong Divergence on the Residual Lifetime Data 62Fxx: Parametric inference 62Fxx: Parametric inference Original Paper Original Paper 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 construct 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. 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' 39 61 http://jirss.irstat.ir/browse.php?a_code=A-11-369-15&slc_lang=en&sid=1 Mohadeseh Khalili `10031947532846003068` 10031947532846003068 Yes Department of Statistics, School of Mathematical Sciences, Ferdowsi University of Mashhad, Mashhad, Iran. Arezou Habibirad `10031947532846003069` 10031947532846003069 No Department of Statistics, School of Mathematical Sciences, Ferdowsi University of Mashhad, Mashhad, Iran. Fatemeh Yousefzadeh `10031947532846003070` 10031947532846003070 No Department of Statistics, School of Mathematical Sciences and Statistic, University of Birjand, Birjand, Iran.