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A nonparametric test for comparison of mean past lives

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  • Bhattacharyya, Dhrubasish
  • Khan, Ruhul Ali
  • Mitra, Murari

Abstract

A flexible nonparametric two sample test is developed for comparing Mean Past Lives (MPL) of two life distributions. The test is shown to be consistent having prescribed asymptotic size. We further develop an efficient algorithm for computing the test statistic. Finally, the performance of the test is assessed by means of a simulation study.

Suggested Citation

  • Bhattacharyya, Dhrubasish & Khan, Ruhul Ali & Mitra, Murari, 2020. "A nonparametric test for comparison of mean past lives," Statistics & Probability Letters, Elsevier, vol. 161(C).
    • Handle: RePEc:eee:stapro:v:161:y:2020:i:c:s0167715220300250
    DOI: 10.1016/j.spl.2020.108722
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    1. J. Ruiz & J. Navarro, 1996. "Characterizations based on conditional expectations of the doubled truncated distribution," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(3), pages 563-572, September.
    2. Kaur, Amarjot & Prakasa Rao, B.L.S. & Singh, Harshinder, 1994. "Testing for Second-Order Stochastic Dominance of Two Distributions," Econometric Theory, Cambridge University Press, vol. 10(5), pages 849-866, December.
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    Cited by:

    1. Bhattacharyya, Dhrubasish & Khan, Ruhul Ali & Mitra, Murari, 2021. "Tests for Laplace order dominance with applications to insurance data," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 163-173.
    2. Mathew, Litty & P., Anisha & Kattumannil, Sudheesh K., 2022. "A jackknife empirical likelihood ratio test for strong mean inactivity time order," Statistics & Probability Letters, Elsevier, vol. 190(C).
    3. Khan, Ruhul Ali & Bhattacharyya, Dhrubasish & Mitra, Murari, 2021. "On some properties of the mean inactivity time function," Statistics & Probability Letters, Elsevier, vol. 170(C).

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