Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Testing for Failure Rate Ordering between Survival Distributions

  • Park, Chul-Gyu (Department of Applied Statistics, The University of Suwon, Suwon 445-743)
  • Published : 1994.12.01
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Abstract

We develop in this paper the likelihood ratio test (LRT) for testing $H_1 : F_1 \preceq F_2$ against $H_2 - H_1$ where $H_2$ imposes no restriction on $F_1$ and $F_2$ and '$\preceq$' means failure rate ordering. Both one and two-sample problems will be considered. In the one-sample case, one of the two distributions is known, while we assume in the other case both are unknown. We derive the asymptotic null distribution of the LRT statistic which will be of chi-bar-square type. The main issue here is to determine the least favorable distribution which is stochastically largest within the class of null distributions.

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References

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