Non-parametric test for decreasing renewal dichotomous Markov noise shock model

被引：0
作者：
Renjith Mohan
Sreelakshmi N
Sudheesh K. Kattumannil
机构：
[1] Indian Statistical Institute,
[2] Prajyoti Niketan College,undefined
来源：
Statistical Papers | 2022年 / 63卷
关键词：
Dichotomous Markov noise model; Right censoring; U-statistics;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Sepehrifar and Yarahmadian (Stat Pap 58:1115–1124, 2017) had developed a non-parametric test for testing exponentiality against decreasing renewal dichotomous Markov noise shock model (DRDMNS) alternatives which when subjected to scrutiny under delivers. Hence, we propose a non-parametric test for testing exponentiality against a class of distributions belonging to DRDMNS models. The asymptotic properties of the test statistic are discussed. An exact null distribution is derived and critical values with different sample sizes are obtained. The proposed test is applied to the censored data also. The results of the Monte Carlo simulations are used to further manifest the quality of the proposed test. Finally, the proposed test is illustrated using two real data sets.
引用
收藏
页码：965 / 982
页数：17
相关论文
共 24 条
  • [1] Abouammoh AM(1994)On partial ordering and testing of new better than renewal used classes Reliab Eng Syst Saf 43 37-41
  • [2] Abdulghani SA(2009)Higher order equilibrium life distributions IEEE Trans Reliab 59 66-73
  • [3] Qamber IS(2006)Dichotomous Markov noise: exact results for out-of-equilibrium systems Int Modern Phys B 20 2825-2888
  • [4] Ahmad IA(1997)Greens functions and first passage time distributions for dynamic instability of microtubules Phys Rev J 5 6656-6667
  • [5] Mugdadi AR(1954)Some theorems on quadratic forms applied in the study of analysis of variance problems, I. Effect of inequality of variance in the one-way classification Ann Math Stat 25 290-302
  • [6] Bena I(2010)Inverse probability of censoring weighted U-statistics for right-censored data with an application to testing hypotheses Scand J Stat 37 680-700
  • [7] Bicout DJ(2014)The dichotomous Markov process with nonparametric test application: a decision support method in long-term river behavioural analysis: the Zayandeh Rud River; a case study from central Iran Stoch Env Res Risk Assess 28 1889-1896
  • [8] Box GEP(1980)Testing for new better than used in expectation with incomplete data J Am Stat Assoc 75 952-956
  • [9] Datta S(1963)Theoretical explanation of observed decreasing failure rate Technometrics 5 375-383
  • [10] Bandyopadhyay D(2017)Decreasing renewal dichotomous Markov noise shock model with hypothesis testing applications Stat Pap 58 1115-1124
123