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Nonparametric multi-samples test for simple stochastic ordering against unrestricted alternative

Jianling Zhang and Zhongzhan Zhang

Communications in Statistics - Theory and Methods, 2020, vol. 50, issue 21, 5160-5169

Abstract: Statistical inferences under simple stochastic ordering for two continuous populations has a long and rich history. But further study for multiple populations is still expected. In this article, we consider k(≥2) samples test for simple stochastic ordering against unrestricted alternative. A test statistic is constructed with the empirical distribution functions and the isotonic regression estimates of distribution functions, and the null asymptotic distribution of the proposed test statistic is given. A bootstrap procedure is suggested for the critical values, and some simulation results are presented to illustrate the proposed test method.

Date: 2020
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DOI: 10.1080/03610926.2020.1726389

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