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Testing for increasing convex order in several populations
Authors:Xinsheng Liu  Jinde Wang
Affiliation:(1) Department of Mathematics, Nanjing University, 210093 Najing, China;(2) Present address: Department of Physics, Nanjing University, 210093 Nanjing, China
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.
Keywords:Increasing convex order  chi-bar-squared distribution  likelihood ratio test  asymptotic distribution
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