DISTRIBUTION-FREE COMPARISON OF 2 PROBABILITY DISTRIBUTIONS WITH REFERENCE TO THEIR HAZARD RATES

Let F(x) and G(x) be the absolutely continuous distribution functions of two life distributions with rF(x) and rG(x) as their respective hazard rates. In the class of increasing failure rate distributions, one-sided scale as well as one-sided location alternatives imply that one hazard rate is uniformly smaller than the other. A new distribution-free test for testing H0 : rF(x) = rG(x) against HA: rF(x) ≤ rG(x) has been proposed. The test is seen to possess robust asymptotic efficiency properties. © 1979 Biometrika Trust.