Bootstrap-based tests for the total time on test and the excess wealth orders
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arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2023
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| author | Lando, Tommaso Legramanti, Sirio |
| author_facet | Lando, Tommaso Legramanti, Sirio |
| contents | 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 inference, and the tests are shown to be consistent. The same approach is used to construct tests for the excess wealth order. As a byproduct, we also obtain a class of goodness-of-fit tests for the NBUE (New Better than Used in Expectation) family of distributions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2310_13339 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Bootstrap-based tests for the total time on test and the excess wealth orders Lando, Tommaso Legramanti, Sirio Statistics Theory 62G10, 60E15 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 inference, and the tests are shown to be consistent. The same approach is used to construct tests for the excess wealth order. As a byproduct, we also obtain a class of goodness-of-fit tests for the NBUE (New Better than Used in Expectation) family of distributions. |
| title | Bootstrap-based tests for the total time on test and the excess wealth orders |
| topic | Statistics Theory 62G10, 60E15 |
| url | https://arxiv.org/abs/2310.13339 |