Related papers: The test of exponentiality based on the mean resid…
Yang (1978) considered an empirical estimate of the mean residual life function on a fixed finite interval. She proved it to be strongly uniformly consistent and (when appropriately standardized) weakly convergent to a Gaussian process.…
In this paper, we develop an exact test for testing exponentiality against renewal increasing mean residual life class. Pitman's asymptotic efficacy value shows that our test perform well. Some numerical results are presented to demonstrate…
New goodness-of-fit tests for exponentiality based on a particular property of exponential law are constructed. Test statistics are functionals of U-empirical processes. The first of these statistics is of integral type, the second one is a…
We propose an estimator for the mean of random variables in separable real Banach spaces using the empirical characteristic function. Assuming that the covariance operator of the random variable is bounded in a precise sense, we show that…
In survival or reliability studies, the mean residual life or life expectancy is an important characteristic of the model. Whereas the failure rate can be expressed quite simply in terms of the mean residual life and its derivative, the…
We construct new tests of exponentiality based on Yanev-Chakraborty's characterization of exponential law. We calculate limiting distributions of new tests, local Bahadur efficiency for common alternatives and describe conditions of their…
A large class of goodness-of-fit test statistics based on sup-functionals of weighted empirical processes is proposed and studied. The weight functions employed are Erd\H{o}s-Feller-Kolmogorov-Petrovski upper-class functions of a Brownian…
In this paper we test the composite hypothesis that lifetimes follow an exponential distribution based on observed randomly right censored data. Testing this hypothesis is complicated by the presence of this censoring, due to the fact that…
We introduce new goodness-of-fit tests and corresponding confidence bands for distribution functions. They are inspired by multi-scale methods of testing and based on refined laws of the iterated logarithm for the normalized uniform…
We apply the method of Hankel transforms to develop goodness-of-fit tests for gamma distributions with given shape parameter and unknown rate parameter, thereby extending results of Baringhaus and Taherizadeh (2010) on the exponential…
We introduce new consistent and scale-free goodness-of-fit tests for the exponential distribution based on Puri-Rubin characterization. For the construction of test statistics we employ weighted $L^2$ distance between $V$-empirical Laplace…
We consider a regression model with errors that are a.s. negative. Thus the regression function is not the expected value of the observations but the right endpoint of their support. We develop two goodness-of-fit tests for the hypotheses…
In reliability theory and survival analysis, the residual entropy is known as a measure suitable to describe the dynamic information content in stochastic systems conditional on survival. Aiming to analyze the variability of such…
We study the Bahadur efficiency of several weighted L2--type goodness--of--fit tests based on the empirical characteristic function. The methods considered are for normality and exponentiality testing, and for testing goodness--of--fit to…
In survival or reliability studies, the mean residual life or life expectancy is an important characteristic of the model. Here, we study the limiting behaviour of the mean residual life, and derive an asymptotic expansion which can be used…
We review recent results concerning the exponential behaviour of transition probabilities across a gap in the adiabatic limit of the time-dependent Schr\"odinger equation. They range from an exponential estimate in quite general situations…
The likelihood function is central to both frequentist and Bayesian formulations of parametric statistical inference, and large-sample approximations to the sampling distributions of estimators and test statistics, and to posterior…
We propose a new powerful family of tests of univariate normality. These tests are based on an initial value problem in the space of characteristic functions originating from the fixed point property of the normal distribution in the zero…
We suggest to construct infinite stochastic binary sequences by associating one of the two symbols of the sequence with the renewal times of an underlying renewal process. Focusing on stationary binary sequences corresponding to delayed…
A survey of goodness-of-fit and symmetry tests based on the characterization properties of distributions is presented. This approach became popular in recent years. In most cases the test statistics are functionals of $U$-empirical…