IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v212y2024ics0167715224001263.html
   My bibliography  Save this article

Nonparametric inference for NBUE distributions based on the TTT transform

Author

Listed:
  • Lando, Tommaso

Abstract

This paper presents a uniformly consistent estimator for the cumulative distribution function, operating under the assumption of “new better than used in expectation” (NBUE). Additionally, it introduces a novel class of consistent tests for the NBUE null hypothesis. Both procedures leverage the empirical total time on test (TTT) transform. Finite sample properties of the proposed methods are investigated through simulations.

Suggested Citation

  • Lando, Tommaso, 2024. "Nonparametric inference for NBUE distributions based on the TTT transform," Statistics & Probability Letters, Elsevier, vol. 212(C).
    • Handle: RePEc:eee:stapro:v:212:y:2024:i:c:s0167715224001263
    DOI: 10.1016/j.spl.2024.110157
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167715224001263
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spl.2024.110157?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Richard E. Barlow, 1979. "Geometry of the total time on test transform," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 26(3), pages 393-402, September.
    2. Mark Brown, 2013. "Sharp bounds for NBUE distributions," Annals of Operations Research, Springer, vol. 208(1), pages 245-250, September.
    3. Lando, Tommaso, 2023. "Testing departures from the increasing hazard rate property," Statistics & Probability Letters, Elsevier, vol. 193(C).
    4. Anis, M.Z. & Mitra, M., 2011. "A generalized Hollander-Proschan type test for NBUE alternatives," Statistics & Probability Letters, Elsevier, vol. 81(1), pages 126-132, January.
    5. Kan Cheng & Yeh Lam, 2002. "Reliability bounds for the NBUE distributions," Naval Research Logistics (NRL), John Wiley & Sons, vol. 49(8), pages 781-797, December.
    6. Zheng Fang & Andres Santos, 2019. "Inference on Directionally Differentiable Functions," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(1), pages 377-412.
    7. Rojo, J. & Samaniego, F. J., 1994. "Uniform Strong Consistent Estimation of an Ifra Distribution Function," Journal of Multivariate Analysis, Elsevier, vol. 49(1), pages 150-163, April.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ruhul Ali Khan & Dhrubasish Bhattacharyya & Murari Mitra, 2021. "Exact and asymptotic tests of exponentiality against nonmonotonic mean time to failure type alternatives," Statistical Papers, Springer, vol. 62(6), pages 3015-3045, December.
    2. Mika Meitz, 2024. "Statistical inference for generative adversarial networks and other minimax problems," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 51(3), pages 1323-1356, September.
    3. Hyunju Son & Youyi Fong, 2021. "Fast grid search and bootstrap‐based inference for continuous two‐phase polynomial regression models," Environmetrics, John Wiley & Sons, Ltd., vol. 32(3), May.
    4. Firpo, Sergio & Galvao, Antonio F. & Kobus, Martyna & Parker, Thomas & Rosa-Dias, Pedro, 2020. "Loss Aversion and the Welfare Ranking of Policy Interventions," IZA Discussion Papers 13176, Institute of Labor Economics (IZA).
    5. Lee, Ying-Ying & Bhattacharya, Debopam, 2019. "Applied welfare analysis for discrete choice with interval-data on income," Journal of Econometrics, Elsevier, vol. 211(2), pages 361-387.
    6. Hsieh, Yu-Wei & Shi, Xiaoxia & Shum, Matthew, 2022. "Inference on estimators defined by mathematical programming," Journal of Econometrics, Elsevier, vol. 226(2), pages 248-268.
    7. Zheng Li & Roderick M. Rejesus & Xiaoyong Zheng, 2021. "Nonparametric Estimation and Inference of Production Risk," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(5), pages 1857-1877, October.
    8. Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa, 2020. "Bootstrap‐Based Inference for Cube Root Asymptotics," Econometrica, Econometric Society, vol. 88(5), pages 2203-2219, September.
    9. Lee, Kyungho & Linton, Oliver & Whang, Yoon-Jae, 2023. "Testing for time stochastic dominance," Journal of Econometrics, Elsevier, vol. 235(2), pages 352-371.
    10. Priyanka Majumder & Murari Mitra, 2021. "Detecting trend change in hazard functions—an L-statistic approach," Statistical Papers, Springer, vol. 62(1), pages 31-52, February.
    11. Daniel Ober-Reynolds, 2024. "Robustness to Missing Data: Breakdown Point Analysis," Papers 2406.06804, arXiv.org.
    12. Chen, Xiaohong & Hansen, Lars Peter & Hansen, Peter G., 2024. "Robust inference for moment condition models without rational expectations," Journal of Econometrics, Elsevier, vol. 243(1).
    13. Kai Feng & Han Hong, 2024. "Statistical Inference of Optimal Allocations I: Regularities and their Implications," Papers 2403.18248, arXiv.org, revised Apr 2024.
    14. Sungwon Lee, 2024. "Partial identification and inference for conditional distributions of treatment effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 107-127, January.
    15. Callaway, Brantly, 2021. "Bounds on distributional treatment effect parameters using panel data with an application on job displacement," Journal of Econometrics, Elsevier, vol. 222(2), pages 861-881.
    16. Ghosh, Shyamal & Mitra, Murari, 2017. "A Hollander–Proschan type test when ageing is not monotone," Statistics & Probability Letters, Elsevier, vol. 121(C), pages 119-127.
    17. Priyanka Majumder & Murari Mitra, 2019. "A test for detecting Laplace order dominance and related Bahadur efficiency issues," Statistical Papers, Springer, vol. 60(6), pages 1921-1937, December.
    18. Firpo, Sergio & Galvao, Antonio F. & Parker, Thomas, 2023. "Uniform inference for value functions," Journal of Econometrics, Elsevier, vol. 235(2), pages 1680-1699.
    19. Kitagawa, Toru & Montiel Olea, José Luis & Payne, Jonathan & Velez, Amilcar, 2020. "Posterior distribution of nondifferentiable functions," Journal of Econometrics, Elsevier, vol. 217(1), pages 161-175.
    20. Charles Wells, 2015. "Bounds on uptime distribution based on aging for systems with finite lifetimes," Annals of Operations Research, Springer, vol. 235(1), pages 757-769, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:212:y:2024:i:c:s0167715224001263. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.