A Nonlinear Ordered Rank Test to Detect Stochastic Ordering Between Two Distributions

Sumedha Jayawardene and Shie-Shien Yang

Chapter 15 in Statistical Theory and Applications, 1996, pp 177-185 from Springer

Abstract: Abstract A nonlinear ordered rank test is proposed for testing the equality of two distribution functions against the alternative that one distribution function is stochastically greater than the other. The Wilcoxon rank sum test is known to be powerful at detecting early stage stochastic ordering, while the Logrank (Savage’s) test is known to be powerful at detecting late stage stochastic ordering. It is shown empirically that the proposed test is not much inferior to the Wilcoxon rank sum and Logrank tests in situations where these two tests are known to perform well, but is superior to these two tests in other situations. Some asymptotic properties of the proposed test are derived. In particular it is shown that, asymptotically, the power of the proposed test is a monotone function of a weighted difference of the two distributions.

Keywords: Adaptive procedure; Wilcoxon rank sum test; Logrank test; two sample test (search for similar items in EconPapers)
Date: 1996
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-3990-1_15

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DOI: 10.1007/978-1-4612-3990-1_15

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