A Distribution-Free Test for Stochastic Ordering
作者:
YoungJack Lee,
DouglasA. Wolfe,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1976)
卷期:
Volume 71,
issue 355
页码: 722-727
ISSN:0162-1459
年代: 1976
DOI:10.1080/01621459.1976.10481555
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
A two-sample distribution-free procedure is proposed for testing equal locations under a stochastic ordering restriction. The test statisticMis an estimator ofP(X≤Y) based upon maximum likelihood estimators of stochastically ordered distribution functions. Some properties of theMtest are developed and critical values are provided for selected sample sizes. A Monte Carlo power study indicates that theMtest is more effective (for shift alternatives) than the Mann-Whitney-Wilcoxon test when the form of the underlying distribution is heavy-tailed, but the Mann-Whitney-Wilcoxon is preferred for moderate-tailed distributions.
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