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A new class of tests for convex-ordered families based on expected order statistics

A new class of tests for convex-ordered families based on expected order statistics

Consider a pair of cumulative distribution functions $F$ and $G$, where $F$ is unknown and $G$ is a known reference distribution. Given a sample from $F$, we propose tests to detect the convexity or the concavity of $G^{-1}\circ F$ versus equality in distribution (up to location and scale transformations). This …