Related papers: Tests for exponentiality against NBUE alternatives…
Non-monotonic ageing notions are looked upon as an extension of the corresponding monotonic ageing notions in this work. In particular, the New Better than Used in Expectation (NBUE) and the corresponding non-monotonic analogue New Worse…
Mean time to failure in age replacement evaluates the performance and effectiveness of the age replacement policy. In this paper, we propose a test for exponentiality against a trend change in mean time to failure in age replacement. We…
Consider two random variables contaminated by two unknown transformations. The aim of this paper is to test the equality of those transformations. Two cases are distinguished: first, the two random variables have known distributions.…
We are giving one characterization result of exponential distribution using extropy of nth upper k-record value. We introduce test statistics based on the proposed characterization result that will be used to test exponentially. The…
In this paper, we consider the problem of testing for exponentiality against univariate positive ageing when the underlying sample consists of stationary associated random variables. In particular, we discuss the asymptotic behavior of the…
Given a pair of non-negative random variables $X$ and $Y$, we introduce a class of nonparametric tests for the null hypothesis that $X$ dominates $Y$ in the total time on test order. Critical values are determined using bootstrap-based…
In this note we derive the exact null distribution for the test statistic proposed by Anis and Mitra (2011) for testing exponentiality against NBUE alternatives. As a special case, we obtain the exact null distribution for the test…
New goodness-of-fit tests for exponentiality based on a particular property of exponential law are constructed. Test statistics are functionals of U-empirical processes. The first of these statistics is of integral type, the second one is a…
When permutation methods are used in practice, often a limited number of random permutations are used to decrease the computational burden. However, most theoretical literature assumes that the whole permutation group is used, and methods…
Studies to compare the survival of two or more groups using time-to-event data are of high importance in medical research. The gold standard is the log-rank test, which is optimal under proportional hazards. As the latter is no simple…
This paper introduces quantum computing methods for Monte Carlo simulations in power systems which are expected to be exponentially faster than their classical computing counterparts. Monte Carlo simulations is a fundamental method, widely…
We propose new goodness-of-fit tests for the Pareto type I distribution. These tests are based on a multiplicative version of the memoryless property which characterises this distribution. We present the results of a Monte Carlo power study…
A test of the null hypothesis that a hazard rate is monotone nondecreasing, versus the alternative that it is not, is proposed. Both the test statistic and the means of calibrating it are new. Unlike previous approaches, neither is based on…
We employ a general Monte Carlo method to test composite hypotheses of goodness-of-fit for several popular multivariate models that can accommodate both asymmetry and heavy tails. Specifically, we consider weighted L2-type tests based on a…
The cumulative residual extropy (CRJ) is a measure of uncertainty that serves as an alternative to extropy. It replaces the probability density function with the survival function in the expression of extropy. This work introduces a new…
In this paper we present the results from an empirical power comparison of 40 goodness-of-fit tests for the univariate Laplace distribution, carried out using Monte Carlo simulations with sample sizes $n = 20, 50, 100, 200$, significance…
Large deviation theory has provided important clues for the choice of importance sampling measures for Monte Carlo evaluation of exceedance probabilities. However, Glasserman and Wang [Ann. Appl. Probab. 7 (1997) 731--746] have given…
Not many tests exist for testing the equality for two or more multivariate distributions with compositional data, perhaps due to their constrained sample space. At the moment, there is only one test suggested that relies upon random…
We introduce some new generalized stochastic orderings (in the spirit of relative ageing) which compare probability distributions with the exponential distribution. These orderings are useful to understand the phenomenon of positive ageing…
Population Monte Carlo (PMC) sampling methods are powerful tools for approximating distributions of static unknowns given a set of observations. These methods are iterative in nature: at each step they generate samples from a proposal…