Order restricted statistical inference for scale parameters based on sequential order statistics

E. Beutner*, U. Kamps

*Corresponding author for this work

Research output: Contribution to JournalArticleAcademicpeer-review

Abstract

In the situation of a multi-sample experiment consisting of differently equipped sequential k-out-of-n systems, scale parameters of underlying distributions from a general location-scale family of distributions are estimated under an order restriction. In each sample, the case of missing the smallest observations is included. Moreover, based on a profile likelihood a homogeneity test against an ordered alternative is proposed and analyzed. This work extends an approach of Bhattacharya [2007. Testing for ordered failure rates under general progressive censoring. J. Statist. Plann. Inference 137, 1775-1786] in the progressive Type-II censoring framework.

Original languageEnglish
Pages (from-to)2963-2969
Number of pages7
JournalJournal of Statistical Planning and Inference
Volume139
Issue number9
DOIs
Publication statusPublished - 1 Sept 2009
Externally publishedYes

Keywords

  • Location-scale family
  • Order restricted hypothesis testing
  • Order restricted maximum likelihood estimation
  • Profile likelihood
  • Sequential k-out-of-n model
  • Sequential order statistics

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