A test for detecting Laplace order dominance and related Bahadur efficiency issues

Priyanka Majumder () and Murari Mitra ()
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Priyanka Majumder: Indian Institute of Engineering Science and Technology, Shibpur
Murari Mitra: Indian Institute of Engineering Science and Technology, Shibpur

Statistical Papers, 2019, vol. 60, issue 6, No 5, 1937 pages

Abstract: Abstract A test procedure based on a weighted integral approach is developed to detect Laplace order dominance. The asymptotic distributions of our scale-invariant test statistics are derived and consistency of the test established. General expressions of local approximate Bahadur efficiencies for the test statistics are obtained and evaluated for typical alternatives. The performance of the test is assessed by means of a simulation study and through application to some real life data sets.

Keywords: Life distribution; $$\mathcal {L}$$ L -class; Asymptotic normality; Consistency; Bahadur efficiency (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1007/s00362-017-0901-0

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