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Testing departures from the increasing hazard rate property

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  • Lando, Tommaso

Abstract

This paper proposes a nonparametric test to detect violations of the increasing hazard rate property, based on the distance between the empirical distribution function and a shape-constrained estimator. The test is consistent. The behaviour of the power function in some critical cases is evaluated through simulations.

Suggested Citation

  • Lando, Tommaso, 2023. "Testing departures from the increasing hazard rate property," Statistics & Probability Letters, Elsevier, vol. 193(C).
    • Handle: RePEc:eee:stapro:v:193:y:2023:i:c:s0167715222002498
    DOI: 10.1016/j.spl.2022.109736
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    References listed on IDEAS

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    1. Saralees Nadarajah, 2009. "Bathtub-shaped failure rate functions," Quality & Quantity: International Journal of Methodology, Springer, vol. 43(5), pages 855-863, September.
    2. Robert Tenga & Thomas J. Santner, 1984. "Testing goodness of fit to the increasing failure rate family," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 31(4), pages 617-630, December.
    3. Thomas Santner & Robert Tenga, 1984. "Testing goodness of fit to the increasing failure rate family with censored data," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 31(4), pages 631-646, December.
    4. Tommaso Lando, 2022. "Correction to: Testing convexity of the generalised hazard function," Statistical Papers, Springer, vol. 63(4), pages 1291-1293, August.
    5. Tommaso Lando, 2022. "Testing convexity of the generalised hazard function," Statistical Papers, Springer, vol. 63(4), pages 1271-1289, August.
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    Cited by:

    1. Lando, Tommaso, 2024. "Nonparametric inference for NBUE distributions based on the TTT transform," Statistics & Probability Letters, Elsevier, vol. 212(C).

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