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Test for new better than used in convex ordering
Authors:Xiaohu Li  Chengkui Zhong  Bingyi Jing
Affiliation:1. Department of Mathematics , Lanzhou University , Lanzhou, Gansu, 730000, People's Republic of China;2. Department of Mathematics , Hongkong University of Science and Technology , Hongkong, People's Republic of China
Abstract:Class of life distributions which are new better than used in convex ordering (NBUC) is dealt with. A probabilistic characterization is introduced to measure the degree of NBUC-ness. A nonparametric procedure is also developed to test the exponentiality against the strict NBUC property, therein, the theory of U-statistics and jackknife is utilized to establish the asymptotic normality of the test statistic. Furthermore, Edgeworth expansion and bootstrap are employed to improve the accuracy of the approximation. Some numerical simulations on the power are presented as a demonstration for the proposed procedure.
Keywords:Bootstrap  Edgeworth expansion  Jackknife  NBUC
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