Goodness-of-fit testing of a weak memoryless property of life distributions
Abbreviated Journal Title
Aust. N. Z. J. Stat.
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
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.
Australian & New Zealand Journal of Statistics
"Goodness-of-fit testing of a weak memoryless property of life distributions" (2004). Faculty Bibliography 2000s. 4172.