Simulated comparisons of some tests for NBUHMRL-ness. (English) Zbl 1128.62377
Summary: The NBUHMRL-ness property is satisfied in many commonly used life distributions in reliability. Ten different tests statistics for exponentiality versus the NBUHMRL-ness property or its dual are compared via simulation. In particular, the distributions of these test statistics are investigated for small samples. The power estimates of these test statistics are simulated for some commonly used distributions in reliability. Test of normality is also considered for all these test statistics.
MSC:
62N05 | Reliability and life testing |
62E15 | Exact distribution theory in statistics |
62N03 | Testing in survival analysis and censored data |
65C20 | Probabilistic models, generic numerical methods in probability and statistics |