Tests for Stochastic Orders and Mean Order Statistics

被引：4

作者：

Berrendero, Jose R. ^{[1
]}

Carcamo, Javier ^{[1
]}

机构：

[1] Univ Autonoma Madrid, Dept Matemat, E-28049 Madrid, Spain

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2012年 / 41卷 / 08期

关键词：

Convex order; Dilation order; Dispersive order; DMRL; Exponential distribution; HNBUE; Hypothesis testing; NBUE; Order statistics; Total time on test transform order; Weibull distribution; TEST TRANSFORM; EXPONENTIALITY; MAJORIZATION; DISPERSION;

D O I：

10.1080/03610926.2010.543303

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The aim of this article is to emphasize the fact, not observed previously in the literature, that many discrepancy measures used in tests related to different stochastic orders can be expressed as expectations of order statistics. In this way, we provide a new meaning to the corresponding test statistics which allows us to understand better, and potentially improve, the testing procedures. As illustration, we consider tests to detect overdispersion with respect to a specific probability model. In this setting, a test for the Weibull distribution is discussed in detail.

引用

页码：1497 / 1509

页数：13

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