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

Renjith Mohan, Sreelakshmi N and Sudheesh K. Kattumannil ()
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Renjith Mohan: Indian Statistical Institute
Sreelakshmi N: Prajyoti Niketan College
Sudheesh K. Kattumannil: Indian Statistical Institute

Statistical Papers, 2022, vol. 63, issue 3, No 10, 965-982

Abstract: Abstract 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.

Keywords: Dichotomous Markov noise model; Right censoring; U-statistics (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s00362-021-01264-x

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