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Li, Xiaohu; Cao, Wenqing; Feng, Xiuying

A new test procedure for decreasing mean residual life. (English) Zbl 1104.62108

Commun. Stat., Theory Methods 35, No. 12, 2171-2183 (2006).
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.

Cited in 1 Review
Cited in 4 Documents

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; \(U\)-statistic
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References:

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