Title
Goodness-of-fit testing of a weak memoryless property of life distributions
Abbreviated Journal Title
Aust. N. Z. J. Stat.
Keywords
asymptotic normality; goodness-of-fit testing; new better than used of; specified age; power of tests; weak memoryless property; SPECIFIED AGE; SURVIVAL DISTRIBUTION; WHETHER; STATISTICS; CURVE; Statistics & Probability
Abstract
A life distribution is said to have a weak memoryless property if its conditional probability of survival beyond a fixed time point is equal to its (unconditional) survival probability at that point. Goodness-of-fit testing of this notion is proposed in the current investigation, both when the fixed time point is known and when it is unknown but estimable from the data. The limiting behaviour of the proposed test statistic is obtained and the null variance is explicitly given. The empirical power of the test is evaluated for a commonly known alternative using Monte Carlo methods, showing that the test performs well. The case when the fixed time point t(0) equals a quantile of the distribution F gives a distribution-free test procedure. The procedure works even if t(0) is unknown but is estimable.
Journal Title
Australian & New Zealand Journal of Statistics
Volume
46
Issue/Number
3
Publication Date
1-1-2004
Document Type
Article
Language
English
First Page
471
Last Page
481
WOS Identifier
ISSN
1369-1473
Recommended Citation
"Goodness-of-fit testing of a weak memoryless property of life distributions" (2004). Faculty Bibliography 2000s. 4172.
https://stars.library.ucf.edu/facultybib2000/4172
Comments
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