Nonparametric inference for NBUE distributions based on the TTT transform

Nonparametric inference for NBUE distributions based on the TTT transform

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 empi...

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Veröffentlicht in:Statistics & probability letters 2024-09, Vol.212, p.110157, Article 110157
1. Verfasser: Lando, Tommaso
Format: Artikel
Sprache:eng
Schlagworte:
Constrained estimation
Kolmogorov–Smirnov
Life distributions
Nonparametric test
Stochastic order
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Zusammenfassung: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.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2024.110157