A simple test of exponentiality against NWBUE family of life distributions

In this paper we propose a simple procedure to test the null hypothesis of exponentiality against the alternative that it belongs to the new worse then better than used in expectation (NWBUE) family. The test is shown to be consistent and the asymptotic distribution of the test statistic has been obtained. The performance of the test against various classes of alternatives has been studied by means of simulation. Copyright (C) 2005 John Wiley Sons, Ltd.