Moment inequalities derived from comparing life with its equilibrium form
Abbreviated Journal Title
J. Stat. Plan. Infer.
life; remaining life; equilibrium life; stochastic comparison; comparison in expectation; life families of positive ageing; hypothesis; testing; asymptotic normality; U-statistics; asymptotic relative; efficiency; DISTRIBUTIONS; FAMILIES; NBUC; Statistics & Probability
A life is characterized by a nonnegative random variable. Associated with life, two notions are interesting in applications such as biomedical research, engineering and statistics. These are the notions of random remaining life at a certain age and its equilibrium (stationary) limit as the age tends to infinity. In the current investigation, comparisons between these three notions both stochastically and in expectation are discussed where moments inequalities based on these comparisons are presented. These inequalities are then used to develop testing the hypothesis of exponentiality against orderings based on these comparisons. (c) 2004 Elsevier B.V. All rights reserved.
Journal of Statistical Planning and Inference
"Moment inequalities derived from comparing life with its equilibrium form" (2005). Faculty Bibliography 2000s. 5497.