A goodness of fit approach to testing mean residual times

摘要

The random residual lifetime is a random variable representing the remaining life of a system of age x⩾0. The mean residual life at age x, is the expected value of the remaining life beyond that age which is well known and extensively studied for both testing and estimation.In this article, a new approach is presented for testing constant versus decreasing residual life. The new test is much simpler to compute, asymptotically normal and performs better than previous tests in terms of power and Pitman asymptotic efficiencies for several alternatives.