Testing for increasing mean inactivity time

Abstract

In this paper, a new nonparametric testing method for increasing mean inactivity time class is proposed; and a comparison between the proposed test and two other related ones in the literature is conducted through evaluating the asymptotic Pitman efficiency. Furthermore, Edgeworth expansion is employed to improve the accuracy of the convergence rate of the test statistic. Some numerical results are also presented to demonstrate the performance of the testing method.

Keywords:

• IMIT
• Edgeworth expansion
• jackknife
• asymptotic Pitman's efficiency
• testing hypothesis
• U-statistic

Acknowledgements

The authors would like to thank the referees for their insightful comments, which have greatly improved the presentation of this paper.