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Testing for increasing convex order in several populations

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Abstract

Increasing convex order is one of important stochastic orderings. It is very often used in queueing theory, reliability, operations research and economics. This paper is devoted to studying the likelihood ratio test for increasing convex order in several populations against an unrestricted alternative. We derive the null asympotic distribution of the likelihood ratio test statistic, which is precisely the chi-bar-squared distribution. The methodology for computing critical values for the test is also discussed. The test is applied to an example involving data for survival time for carcinoma of the oropharynx.

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Liu, X., Wang, J. Testing for increasing convex order in several populations. Ann Inst Stat Math 55, 121–136 (2003). https://doi.org/10.1007/BF02530489

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  • DOI: https://doi.org/10.1007/BF02530489

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