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We develop new goodness of fit test for uniform distribution based on a conditional moment characterization. We study the asymptotic properties of the proposed test statistic. We also present a goodness of fit test for uniform distribution to incorporate the right censored observations and studied its properties. A Monte Carlo simulation study is carried out to evaluate the finite sample performance of the proposed tests. We illustrate the test procedures using real data sets. [ABSTRACT FROM AUTHOR]

We discuss jackknife empirical likelihood (JEL) and adjusted jackknife empirical likelihood (AJEL) based inference for finding confidence intervals for probability weighted moment (PWM). We obtain the asymptotic distribution of the JEL ratio and AJEL ratio statistics. We compare the performance of the proposed confidence intervals with recently developed methods in terms of coverage probability and average width. We also develop JEL and AJEL based tests for PWM and study its properties. Finally we illustrate our method using rainfall data of Indian states. [ABSTRACT FROM AUTHOR]

Entropy based dependence measures are used as an alternative to correlation for determining the lag dependency of time series models. In this study, we explore the properties of partial autoinformation function (PAIF) to identify the lag dependency of non-linear and non-Gaussian autoregressive models. Non-parametric estimators of autoinformation function (AIF) and PAIF are obtained and then studied its asymptotic properties. A bootstrap algorithm is developed for testing significance of PAIF at different lags. Finally, we present numerical study to illustrate the use of AIF and PAIF for identifying the order of AR processes. [ABSTRACT FROM AUTHOR]

Quantile-based reliability analysis has received much attention recently. We propose new quantile-based tests for exponentiality against decreasing mean residual quantile function (DMRQ) and new better than used in expectation (NBUE) classes of alternatives. The exact null distribution of the test statistic is derived when the alternative class is DMRQ. The asymptotic properties of both the test statistics are studied. The performance of the proposed tests with other existing tests in the literature is evaluated through simulation study. Finally, we illustrate our test procedure using real data sets. [ABSTRACT FROM AUTHOR]