A Non Parametric Test for Decreasing Uncertainty Residual Life Distribution (DURL).

A new statistical test is presented to detect the monotonicity of uncertainty (F is DURL) based on derivative criteria and the histogram method. Some properties such as consistency and asymptotic normality are discussed. Simulation by the Monte-Carlo method gives the critical values of the statistics. We compare the power estimate with that of the test based on the criteria of monotonicity of residual entropy. Finally, we show on real survival data that the two tests lead to the same conclusions.