Goodness-of-fit testing of a weak memoryless property of life distributions

    Authors

    I. A. Ahmad;I. A. Alwasel

    Comments

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    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

    WOS:000223815800011

    ISSN

    1369-1473

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