Testing EBU_mgf Class of Life Distributions based on Goodness of Fit approach

Abstract

Based on the goodness of fit approach, a new test is presented for testing exponentiality against "exponential Better than Used in moment generating function ordering class" (EBUmgf). The critical values and the powers of this test are calculated. It is shown that the proposed test enjoys good power and performs better than previous tests in terms of power and Pitman’s asymptotic efficiencies for several alternative. Finally sets of real data are used as examples to elucidate the use of the proposed test in practical application.

Keywords

• Moment generating function
• EBU
• Hypothesis test
• Pitman’s efficiency
• Goodness of fit.