Test for harmonic mean residual life function: A goodness of fit approach
Smaranika Bera,
Dhrubasish Bhattacharyya,
Ruhul Ali Khan and
Murari Mitra
Mathematics and Computers in Simulation (MATCOM), 2023, vol. 203, issue C, 58-70
Abstract:
A family of goodness of fit tests is proposed involving dominance in harmonic mean residual life (HMRL) order. We develop a test procedure based on a weighted integral approach. The test statistic proposed has been shown to be asymptotically normal — in addition the consistency of the proposed test has been established. Furthermore, the performance of the test has been assessed by means of a simulation study. Finally, we apply our test to a real-life dataset for purposes of illustration.
Keywords: Equilibrium distribution; Nonparametric methods; HMRL function; Forward recurrence time; Asymptotic normality; Monte Carlo simulation (search for similar items in EconPapers)
Date: 2023
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Citations: View citations in EconPapers (1)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:203:y:2023:i:c:p:58-70
DOI: 10.1016/j.matcom.2022.06.008
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