Testing Exponentiality Against a Trend Change in Mean Time to Failure in Age Replacement

Abstract

Mean time to failure in age replacement evaluates the performance and effectiveness of the age replacement policy. In this paper, we propose a test for exponentiality against a trend change in mean time to failure in age replacement. We derive the asymptotic distribution of the test statistics under the null hypothesis to approximate the critical values. We conduct a simulation study to investigate the performance of the proposed test and compare it with some well known tests in the literature.