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 language | English |
|---|---|
| Pages (from-to) | 2171-2183 |
| Number of pages | 13 |
| Journal | Communications in Statistics - Theory and Methods |
| Volume | 35 |
| Issue number | 12 |
| DOIs | |
| State | Published - 1 Dec 2006 |
Keywords
- Asymptotic normality
- DMRL
- Edge-worth expansion
- Jackknife
- Pitman's asymptotic efficiency
- Testing hypothesis
- U-statistic
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