An exact test for exponentiality against renewal increasing mean residual life class

Abstract

In this paper, we develop an exact test for testing exponentiality against renewal increasing mean residual life class. The critical values are presented for different sample sizes. Asymptotic properties of the test statistic are also studied. Some numerical results are presented for evaluating the performance of the proposed test. The test procedure is illustrated by using two real data sets. The proposed method is then modified to incorporate right censored observations and the efficiency loss due to censoring is evaluated using Pitman's asymptotic efficacy value.