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A family of tests for right spread order

Author

Listed:
  • Belzunce, F.
  • Pinar, J. F.
  • Ruiz, J. M.

Abstract

In this paper we address the problem of testing the equality in the right spread order of two random variables. We develop a family of tests statistics for right spread order. This technique is also used for testing NBUE [NWUE] aging classes. For these tests, we provide asymptotic results, and also, for the NBUE [NWUE] test, the exact distribution. We show the performance of these tests by comparing them with existing tests. Applications of the new proposed tests to some data sets are given.

Suggested Citation

  • Belzunce, F. & Pinar, J. F. & Ruiz, J. M., 2001. "A family of tests for right spread order," Statistics & Probability Letters, Elsevier, vol. 54(1), pages 79-92, August.
  • Handle: RePEc:eee:stapro:v:54:y:2001:i:1:p:79-92
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    References listed on IDEAS

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    1. Belzunce, F., 1999. "On a characterization of right spread order by the increasing convex order," Statistics & Probability Letters, Elsevier, vol. 45(2), pages 103-110, November.
    2. Kochar, Subhash C. & Carrière, K. C., 1997. "Connections among various variability orderings," Statistics & Probability Letters, Elsevier, vol. 35(4), pages 327-333, November.
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    Cited by:

    1. 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.
    2. Anis, M.Z. & Basu, Kinjal, 2011. "The exact null distribution of the generalized Hollander-Proschan type test for NBUE alternatives," Statistics & Probability Letters, Elsevier, vol. 81(11), pages 1733-1737, November.
    3. Bhattacharyya, Dhrubasish & Khan, Ruhul Ali & Mitra, Murari, 2020. "A test of exponentiality against DMTTF alternatives via L-statistics," Statistics & Probability Letters, Elsevier, vol. 165(C).
    4. Michel Denuit & Anne-Cécile Goderniaux & Olivier Scaillet, 2005. "A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives," FAME Research Paper Series rp143, International Center for Financial Asset Management and Engineering.

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