Use of mean residual life in testing departures from exponentiality

We utilize the important characterization that E(X - t vertical bar X > t) is a constant for t epsilon [0, infinity) if and only if X is distributed as an exponential random variable, in order to construct a new test procedure for exponentiality. We discuss asymptotic distribution theory and other properties of the proposed procedure. Simulation studies indicate that the proposed statistic has very good power in a large variety of situations.