On testing exponentiality against IFRA alternatives

摘要

In a recent paper, Ahmad [J. Statist. Plann. Inference 92 (2001) 121] proposes a family of tests for new better than used, new better than used in expectation and harmonic new better than used in expectation. His family of tests is based on some moment inequalities of these classes. In this paper we present a family of tests to test exponentiality against increasing failure rate average (IFRA) alternatives. Our proposed family is based on a moment inequality of the IFRA class. The results of a Pitman asymptotic relatives efficiency comparison indicate the superiority of our tests.