Testing monotonic equilibrium residual entropy of N-State Random Evolution

作者：Sepehrifar Mohammad^*; Yarahmadian Shantia

来源：Communications in Statistics - Theory and Methods, 2017, 46(20): 10088-10096.

DOI：10.1080/03610926.2016.1228967

• Empirical distribution
• moment inequality
• N-State Random Evolution
• renewal stochastic process
• residual entropy
• steady state

In this study, we propose an information measure of uncertainty associated with the random equilibrium residual lifetime of a system driven by N-State Random Evolution. A U-statistic test driven by a moment inequality is proposed for testing the hypothesis that the uncertainty of equilibrium remaining life of a system remains unchanged (when system is in the steady state) against the alternative situation when system's equilibrium residual life has increasing uncertainty over time (i.e., the life distribution has Increasing Equilibrium Residual Entropy property). Some numerical results such as tabulated critical values and empirical power of the proposed test statistic are presented as well.

• 出版日期2017