TY - JOUR
T1 - A new test procedure for decreasing mean residual life
AU - Li, Xiaohu
AU - Cao, Wenqing
AU - Feng, Xiuying
PY - 2006/12/1
Y1 - 2006/12/1
N2 - 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.
AB - 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.
KW - Asymptotic normality
KW - DMRL
KW - Edge-worth expansion
KW - Jackknife
KW - Pitman's asymptotic efficiency
KW - Testing hypothesis
KW - U-statistic
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U2 - 10.1080/03610920600854462
DO - 10.1080/03610920600854462
M3 - Article
AN - SCOPUS:33845436845
SN - 0361-0926
VL - 35
SP - 2171
EP - 2183
JO - Communications in Statistics - Theory and Methods
JF - Communications in Statistics - Theory and Methods
IS - 12
ER -