A new test procedure for decreasing mean residual life

Xiaohu Li, Wenqing Cao, Xiuying Feng

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

Abstract

A new test statistic for testing the strict DMRL property of life distribution is developed. The asymptotic normality is established and the comparison between the test proposed and some other related ones in literature is conducted through evaluating the Pitman's asymptotic relative efficiency. Edge-worth 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.

Original languageEnglish
Pages (from-to)2171-2183
Number of pages13
JournalCommunications in Statistics - Theory and Methods
Volume35
Issue number12
DOIs
StatePublished - 1 Dec 2006

Keywords

  • Asymptotic normality
  • DMRL
  • Edge-worth expansion
  • Jackknife
  • Pitman's asymptotic efficiency
  • Testing hypothesis
  • U-statistic

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