On Testing Monotonicity of Mean Residual Life from Randomly Censored Data

Abstract

This paper proposes a new nonparametric test for testing the null hypothesis that the MRL is constant against the alternative hypothesis that the MRL is decreasing (increasing) for ramdomly censored data. The proposed test statistic is a L‐statistic, and we use L‐statistic theory to establish its asymptotic normality of the test statistic. We discuss the efficiency loss due to censoring and also calculate the asymptotic relative efficiencies of our test statistic with respect to the Chen, Hollander and Langberg's test for several alternatives.