Testing guaranteed exponentiality

Among distributions that are used in survival analysis, of interest to us here is the Guaranteed exponential (for details about the distribution, see Gross and Clark 7). In this article, we present a new approach to testing guaranteed exponentiality. Using engineering data on the number of load cycles until a crack appears in the titanium and steel sheet in aircraft, medical data on the number of weeks tumor patients survived, data on modulus of rupture, a measurement on the breaking strength of lumber, and original I.Q. data on 112 children attending kindergarten classes in San Jose and San Mateo Counties, CA, we illustrate our method. The first two data sets are known to follow exponential distribution, while the last data set is known to follow normal distribution. Our method confirms these and nonexponentiality for the third data set. A discussion on the merits and disadvantages of our approach is included. Based on simulation, a comparison is made between the power of our test and EDF test statistic A². Our test has excellent power for many nonexponential alternatives.