A new test procedure for decreasing mean residual life. (English) Zbl 1104.62108
Summary: A new test statistic for testing the strict decreasing mean residual life (DMRL) property of life distributions is developed. The asymptotic normality is established and a comparison between the test proposed and some other related ones in the literature is conducted through evaluating the Pitman’s asymptotic relative efficiency. Edgeworth expansion is also employed to improve the accuracy of the convergence rate of the test statistic. Some numerical results are presented as well to demonstrate the performance and the asymptotic normality of the new testing procedure.
MSC:
62N03 | Testing in survival analysis and censored data |
62N05 | Reliability and life testing |
62F05 | Asymptotic properties of parametric tests |
60E15 | Inequalities; stochastic orderings |
Keywords:
asymptotic normality; DMRL; Jackknife; Pitman’s asymptotic efficiency; testing hypothesis; \(U\)-statisticReferences:
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