Test for Decreasing Mean Residual Lifetimes Based on the Cumulative Residual Renyi’s Entropy

Abstract

Abstract We introduce a new test for exponentiality against decreasing (increasing) mean residual life alternatives based on a cumulative residual Renyi’s entropy of order α. The exact and asymptotic distributions of the test statistic are given. The performance of the proposed test statistic is compared with other constructed tests in the literature using a simulation study. Finally, some numerical examples illustrating the theory are given.