A conditional test for the exponential distribution in load-sharing systems

Load-sharing processes are commonly used to model systems with dependent components. The exponential distribution is widely used in load-sharing systems to model the component lifetimes because of its memoryless property. Testing the exponentiality in load-sharing systems is a challenging task due to the dependent components. In this article, we develop a conditional Monte Carlo test based on a sufficient statistic to test the validity of the exponential distribution. A simulation study shows that the performance of the conditional Monte Carlo test is better than two alternative tests.