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.