Nonparametric inference about increasing odds rate distributions

Tommaso Lando, Idir Arab and Paulo Eduardo Oliveira

Journal of Nonparametric Statistics, 2024, vol. 36, issue 2, 435-454

Abstract: To improve nonparametric estimates of lifetime distributions, we propose using the increasing odds rate (IOR) model as an alternative to other popular, but more restrictive, ‘adverse ageing’ models, such as the increasing hazard rate one. This extends the scope of applicability of some methods for statistical inference under order restrictions, since the IOR model is compatible with heavy-tailed and bathtub distributions. We study a strongly uniformly consistent estimator of the cumulative distribution function of interest under the IOR constraint. Numerical evidence shows that this estimator often outperforms the classic empirical distribution function when the underlying model does belong to the IOR family. We also study two different tests to detect deviations from the IOR property and establish their consistency. The performance of these tests is also evaluated through simulations.

Date: 2024
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DOI: 10.1080/10485252.2023.2220050

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