A New Test Procedure for Decreasing Mean Residual Life

Abstract

A new test statistic for testing the strict DMRL property of life distribution is developed. The asymptotic normality is established and the comparison between the test proposed and some other related ones in literature is conducted through evaluating the Pitman's asymptotic relative efficiency. Edge-worth expansion is also employed to improve the accuracy of the convergence rate of the test statistic. Some numerical results are presented as well to demonstrate the performance and the asymptotic normality of the new testing procedure.

Keywords:

• Asymptotic normality
• DMRL
• Edge-worth expansion
• Jackknife
• Pitman's asymptotic efficiency
• Testing hypothesis
• U-statistic

Mathematics Subject Classification:

• Primary 60E15
• Secondary 62N05