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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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