A new test for new better than used in expectation lifetimes
Malla, Ganesh B.
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Lorenzo, Edgardo; Malla, Ganesh B.; Mukerjee, Hari. 2015. A new test for new better than used in expectation lifetimes. Communications in Statistics - Theory and Methods, vol. 44:no. 23:pp 4927-4939
The mean residual life of a non negative random variable X with a finite mean is defined by M(t) = E[X - t | X > t] for t >= 0. A popular nonparametric model of aging is new better than used in expectation (NBUE), when M(t) <= M(0) for all t >= 0. The exponential distribution lies at the boundary. There is a large literature on testing exponentiality against NBUE alternatives. However, comparisons of tests have been made only for alternatives much stronger than NBUE. We show that a new Kolmogorov-Smirnov type test is much more powerful than its competitors in most cases.
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