Abstract

In this study, we propose a simple robust test for the mean of an exponential distribution by using the simplified version of “Forward Search” (FS) method. The FS method is a powerful general method for identifying outliers and their effects on inferences about the hypothesized model. The simulation studies indicate robustness of the testing method and the ability of the procedure to capture the structure of data. Results are presented through the plots which are powerful in revealing the structure of the data.

Highlights

  • The exponential distribution has an essential role in a variety of applications in reliability engineering and life testing problems

  • The Forward Search (FS) approach is a powerful general method that provides diagnostic plots for finding outliers and discovering their underlying effects on models fitted to the data and for assessing the adequacy of the model

  • The outliers enter the model in the last steps and the entrance point of the outliers can be revealed by monitoring some statistics of interest during the process

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Summary

Introduction

The exponential distribution has an essential role in a variety of applications in reliability engineering and life testing problems. The exponential hazard rate is constant and the estimation and test theory can be detailed for the exponential model, the mean of this distribution is an important characteristic that is often of interest to an experimenter. The Forward Search (FS) approach is a powerful general method that provides diagnostic plots for finding outliers and discovering their underlying effects on models fitted to the data and for assessing the adequacy of the model. The method increases the subset size by using some measure of closeness to the fitted model until all the data are fitted. The purpose of this article is to adopt the simplified version of FS method in testing the mean of an exponential distribution.

Testing the Mean of an Exponential Distribution
Forward Search in Testing the Mean of an Exponential Distribution
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Simulation Study
Empirical power of QFS
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