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On testing the dilation order and HNBUE alternatives

  • Stochastic Ordering
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Abstract

In this paper we develop a new family of tests for the dilation order based in a characterization of the dilation order. This family of tests statistics can be used for testing the exponentiality against HNBUE (HNWUE) alternatives. Asymptotic distributional results are given for both families of tests. For the HNBUE (HNWUE) we also derive the exact distribution under the null hypothesis.

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Authors and Affiliations

  1. Dpto. Estidística e Investigación Operativa, Facultad de Matematicas, Universidad de Murcia, Campus de Espinardo, 30100, Espinardo (Murcia), Spain

    F. Belzunce, J. F. Pinar & J. M. Ruiz

Authors
  1. F. Belzunce
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  2. J. F. Pinar
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  3. J. M. Ruiz
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Additional information

Supported by Ministerio de Ciencia y Tecnologia under Grant BFM2003-02497/MATE.

Supported by Fundación Séneca (CARM).

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Belzunce, F., Pinar, J.F. & Ruiz, J.M. On testing the dilation order and HNBUE alternatives. Ann Inst Stat Math 57, 803–815 (2005). https://doi.org/10.1007/BF02915440

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  • DOI: https://doi.org/10.1007/BF02915440

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