Testing for change in mean for associated random variables

Mansi Garg and Isha Dewan

Communications in Statistics - Theory and Methods, 2021, vol. 50, issue 16, 3834-3850

Abstract: In this paper, we study a test based on two-sample Mann-Whitney-Wilcoxon statistic for detecting a change in mean for associated random variables. Association is a notion of positive dependence and it finds many applications in reliability statistics. We study the asymptotic behavior of the test statistic and illustrate the performance of the test using simulations and with two real-life datasets. A brief discussion on the scope of future work is also given.

Date: 2021
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DOI: 10.1080/03610926.2021.1873375

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