Let f(x)/[1 F(x)] be the mortality of a subject at time x given that it has

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Let f(x)/[1 − F(x)] be the “mortality” of a subject at time x given that it has survived to this time. A c.d.f. F is said to be smaller than G in the hazard ordering if g(x)

1 − G(x) ≤ f(x)

1 − F(x) for all x . (3.46)

(i) Show that (3.46) is equivalent to 1 − F(x)

1 − G(x) is nonincreasing. (3.47)

(ii) Show that (3.46) holds if and only if k is starshaped. [A function k defined on an interval I ⊂ [0, ∞) is starshaped on I if k(λx) ≤ λk(x) whenever x ∈ I,

λx ∈ I, 0 ≤ λ ≤ 1. Problems 3.41 and 3.42 are based on Lehmann and Rojo

(1992).]

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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