TY - JOUR
T1 - A count-based nonparametric test on strict bivariate Stochastic arrangement increasing property
AU - Li, Xiaohu
AU - Fang, Rui
N1 - Publisher Copyright:
© 2022 Informa UK Limited, trading as Taylor & Francis Group.
PY - 2022
Y1 - 2022
N2 - As the extension of classical stochastic orders on univariate distributions, stochastic arrangement increasing (SAI) distributions of random vectors are found to be of important interest in actuarial risk, reliability theory and other related areas; However, the lack of a statistical method to detect such distributions blocks their application in real practice. In this paper, we propose a simple nonparametric test on the bivariate symmetry against the potential alternative of a strict bivariate SAI distribution. The null distribution and asymptotic behaviour of the testing statistic are studied, and the method is also utilized to detecting the potential pattern of multivariate SAI. The performance of the method is illustrated by using Monte Carlo simulation, and the method is also applied to two real data sets as applications as well.
AB - As the extension of classical stochastic orders on univariate distributions, stochastic arrangement increasing (SAI) distributions of random vectors are found to be of important interest in actuarial risk, reliability theory and other related areas; However, the lack of a statistical method to detect such distributions blocks their application in real practice. In this paper, we propose a simple nonparametric test on the bivariate symmetry against the potential alternative of a strict bivariate SAI distribution. The null distribution and asymptotic behaviour of the testing statistic are studied, and the method is also utilized to detecting the potential pattern of multivariate SAI. The performance of the method is illustrated by using Monte Carlo simulation, and the method is also applied to two real data sets as applications as well.
KW - Binomial distribution
KW - Copula
KW - Marshall-Okin distribution
KW - exchangeability
KW - stochastic orders
KW - symmetry
UR - http://www.scopus.com/inward/record.url?scp=85130258910&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85130258910&partnerID=8YFLogxK
U2 - 10.1080/02331888.2022.2074005
DO - 10.1080/02331888.2022.2074005
M3 - Article
AN - SCOPUS:85130258910
SN - 0233-1888
VL - 56
SP - 518
EP - 536
JO - Statistics
JF - Statistics
IS - 3
ER -