Title

Moment Inequalities Derived From Comparing Life With Its Equilibrium Form

Keywords

Asymptotic normality; Asymptotic relative efficiency; Comparison in expectation; Equilibrium life; Hypothesis testing; Life; Life families of positive ageing; Remaining life; Stochastic comparison; U-statistics

Abstract

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. © 2004 Elsevier B.V. All rights reserved.

Publication Date

10-1-2005

Publication Title

Journal of Statistical Planning and Inference

Volume

134

Issue

2

Number of Pages

303-317

Document Type

Article

Personal Identifier

scopus

DOI Link

https://doi.org/10.1016/j.jspi.2004.04.016

Socpus ID

21644438145 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/21644438145

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