Characterising transitive two-sample tests

Thomas Lumley and Daniel L. Gillen

Statistics & Probability Letters, 2016, vol. 109, issue C, 118-123

Abstract: Implicit in two-sample testing is the idea that a test consistently orders possible distributions. We characterise tests that are consistent with some ordering on distributions, showing all are tests for equality of some univariate real-valued functional in the two samples.

Keywords: Preference relation; Preorder; Transitivity; Utility representation (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2015.11.005

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