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Testing for exponentiality for stationary associated random variables

4 September 2018
Mansi Garg
Isha Dewan
ArXiv (abs)PDFHTML
Abstract

In this paper, we consider the problem of testing for exponentiality against univariate positive ageing when the underlying sample consists of stationary associated random variables. In particular, we discuss the asymptotic behavior of the tests by Deshpande (1983), Hollander and Proschan (1972) and Ahmad (1992) for testing exponentiality against IFRA, NBU and DMRL, respectively under association. A simulation study illustrates the effect of dependence on the asymptotic normality of the test statistics and on the size and power of the tests.

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