On tail-ordering and comparison of failure rates

Abstract

In this paper, we have studied some implications between tail-ordering (also known as dispersive ordering) and failure rate ordering (also called TP2 ordering) of two probability distribution functions. Based on independent random samples from these distributions, a class of distribution-free tests has been proposed for testing the null hypothesis that the two life distributions are identical against the alternative that one failure rate is uniformly smaller than the other. The tests have good efficiencies as compared to their competitors.