• 제목/요약/키워드: pitman asymptotic efficiency

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Weighted Least Absolute Error Estimation of Regression Parameters

  • Song, Moon-Sup
    • Journal of the Korean Statistical Society
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    • 제8권1호
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    • pp.23-36
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    • 1979
  • In the multiple linear regression model a class of weighted least absolute error estimaters, which minimize the sum of weighted absolute residuals, is proposed. It is shown that the weighted least absolute error estimators with Wilcoxon scores are equivalent to the Koul's Wilcoxon type estimator. Therefore, the asymptotic efficiency of the proposed estimator with Wilcoxon scores relative to the least squares estimator is the same as the Pitman efficiency of the Wilcoxon test relative to the Student's t-test. To find the estimates the iterative weighted least squares method suggested by Schlossmacher is applicable.

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Nonparametric Tests for Detecting Greater Residual Life Times

  • Lim, Jae-Hak;Ibrahim A. Ahmad;Park, Dong-Ho
    • 한국신뢰성학회:학술대회논문집
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    • 한국신뢰성학회 2004년도 정기학술대회
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    • pp.167-175
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    • 2004
  • A nonparametric procedure is proposed to test the exponentiality against the hypothesis that one life distribution has a greater residual life times than the other life distribution. Such a hypothesis turns out to be equivalent to the one that one failure rate is greater than the other and so the proposed test works as a competitor to more IFR tests by Kochar (1979, 1981) and Cheng (1985). Our test statistic utilizes the U-statistics theory and a large sample nonpara metric test is established. The power of the proposed test is discussed by calculating the Pitman asymptotic relative efficiencies against several alter native hypotheses. A numerical example is presented to exemplify the proposed test.

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A Goodness of Fit Approach for Testing NBUFR (NWUFR) and NBAFR (NWAFR) Properties

  • Mahmoud, M.A.W.;Alim, N.A. Abdul
    • International Journal of Reliability and Applications
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    • 제9권2호
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    • pp.125-140
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    • 2008
  • The new better than used failure rate (NBUFR), Abouammoh and Ahmed (1988), and new better than average failure rate (NBAFR) Loh (1984) classes of life distributions, have been considered in the literature as natural weakenings of NBU (NWU) property. The paper considers testing exponentiality against strictly NBUFR (NBAFR) alternatives, or their duals, based on goodness of fit approach that is possible in life testing problems and that it results in simpler procedures that are asymptotically equivalent or better than standard ones. They may also have superior finite sample behavior. The asymptotic normality are proved. Powers, Pitman asymptotic efficiency and critical points are computed. Dealing with censored data case also studied. Practical applications of our tests in the medical sciences are present.

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Nonparametric test for unknown age class of life distributions

  • Abu-Youssef, S.E.;Mohammed, B.I.;Bakr, M.E.
    • International Journal of Reliability and Applications
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    • 제15권2호
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    • pp.99-110
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    • 2014
  • Based on the kernel function, a new test is presented, testing $H_0:\bar{F}$ is exponential against $H_1:\bar{F}$ is UBACT and not exponential is given in section 2. Monte Carlos null distribution critical points for sample sizes n = 5(5)100 is investigated in section 3. The Pitman asymptotic efficiency for common alternatives is obtained in section 4. In section 5 we propose a test statistic for censored data. Finally, a numerical examples in medical science for complete and censored data using real data is presented in section 6.

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Testing Whether a Survival Distribution is Better Mean Residual Life at Age $t_0$

  • Alwasel Ibrahim A.;El-Bassiouny Ahmed H.
    • International Journal of Reliability and Applications
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    • 제7권1호
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    • pp.1-11
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    • 2006
  • The better mean residual life at $t_0\;(BMRL-t_0)$ class of life distribution is introduced by Kulasekara and Park (1987). They proved that the $BMRL-t_0$ class contains the DMRL class, but it is a proper subclass of the NBUE class. In this paper we develop a new family of tests for testing exponentiality against the $BMRL-t_0\;(WMRL-t_0)$ alternatives based on the goodness of fit approach. It is shown that the suggested test is better than the one introduced by Kulasekara and Park (1987) in the sense of Pitman asymptotic efficiency values.

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Moment inequalities of $NBU_{mgf}$ with testing hypotheses application

  • Mahmoud, M.A.W.;Gadallah, A.M.
    • International Journal of Reliability and Applications
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    • 제13권2호
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    • pp.57-69
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    • 2012
  • Our goal in this paper is to establish inequalities for the moments of new better than used in the moment generating function class ($NBU_{mgf}$). Using these inequalities we propose a new test for exponentiality versus $NBU_{mgf}$ class. Pitman's asymptotic relative efficiency, power and critical values of this test are calculated to assess the performance of the test. We proposed also a new test for exponentiality versus $NBU_{mgf}$ in the right censored data. Sets of real data are used as an example to elucidate the use of the proposed test for practical problems.

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On Testing Exponentiality Against HNRBUE Based on Goodness of Fit

  • Mahmoud, M.A.W.;Diab, L.S.
    • International Journal of Reliability and Applications
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    • 제8권1호
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    • pp.27-39
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    • 2007
  • Based on goodness of fit new testing procedures are derived for testing exponentiality against harmonic new renewal better than used in expectation (HNRBUE). For this aging properties, a nonparametric procedure (U-statistic) is proposed. The percentiles of this test statistic are tabulated for sample sizes n=5(1)30(10)50. The Pitman asymptotic efficiency (PAE) of the test is calculated and compared with, the (PAE) of the test for new renewal better than used (NRBU) class of life distribution [see Mahmoud et al (2003)]. The power of this test is also calculated for some commonly used life distributions in reliability. The right censored data case is also studied. Finally, real examples are given to elucidate the use of the proposed test statistic in the reliability analysis.

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Testing NRBU Class of Life Distributions Using a Goodness of Fit Approach

  • El-Arishy, S.M.;Diab, L.S.;Alim, N.A. Abdul
    • International Journal of Reliability and Applications
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    • 제7권2호
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    • pp.141-153
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    • 2006
  • In this paper, we present the U-Statistic test for testing exponentiality against new renewal better than used (NRBU) based on a goodness of fit approach. Selected critical values are tabulated for sample sizes n=5(1)30(10)50. The asymptotic Pitman relative efficiency relative to (NRBU) test given in the work of Mahmoud et all (2003) is studied. The power estimates of this test for some commonly used life distributions in reliability are also calculated. Some of real examples are given to elucidate the use of the proposed test statistic in the reliability analysis. The problem in case of right censored data is also handled.

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Moment Inequalities for Testing New Renewal Better Than Used and Renewal New Better Than Used Classes of Life Distributions

  • Mahmoud, M.A.W.;El-Arishy, S.M.;Diab, L.S.
    • International Journal of Reliability and Applications
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    • 제4권3호
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    • pp.113-129
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    • 2003
  • Based on moments inequalities new testing procedures are derived for testing exponentiality against new renewal better than used (NRBU) and renewal new better than used (RNBU). These classes play an important role in formulating repair or replacement policies. The asymptotic Pitman efficiency of (NRBU) and (RNBU) testes are studied. Selected critical values are tabulated for sample sizes n=5(1) 50. The power estimates for some commonly used life distributions in reliability are also calculated. Some set of real data is used as an example to elucidate the use of the proposed test statistic for practical reliability analysis. The problem in case of right-censored data is also handled.

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On Testing Exponentiality Against NBURFR Class Of Life Distributions

  • Mahmoud, M.A.W.;Abdul Alim, N.A.
    • International Journal of Reliability and Applications
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    • 제4권2호
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    • pp.57-69
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    • 2003
  • A non-parametric test based on U-statistic for testing exponentiality against the new better than used renewal failure rate (NBURFR) alternatives is introduced and the percentiles of this test statistic are tabulated for sample size 5(1)50. Its properties are also discussed including the Pitman asymptotic efficiency relative to the tests of the new better than used and new better than used failure rate (Ahmed (1994) and Hendi (2000)). The powers of this test are also calculated for some used life distributions. An example from blood cancer patients demonstrates a practical application of our test in the medical sciences is presented. Finally the problem when right-censored data is available is handled.

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