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Nonparametric tests for and against likelihood ratio ordering in the two-sample problem

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  • Christopher A. Carolan
  • Joshua M. Tebbs
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    Abstract

    We derive nonparametric procedures for testing for and against likelihood ratio ordering in the two-population setting with continuous distributions. We account for this ordering by examining the least concave majorant of the ordinal dominance curve formed from the nonparametric maximum likelihood estimators of the continuous distribution functions F and G. In particular, we focus on testing equality of F and G versus likelihood ratio ordering and testing for a violation of likelihood ratio ordering. For both testing problems, we propose area-based and sup-norm-based test statistics, derive appropriate limiting distributions, and provide simulation results that characterise the performance of our procedures. We illustrate our methods using data from a controlled experiment involving the effects of radiation on mice. Copyright 2005, Oxford University Press.

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    File URL: http://hdl.handle.net/10.1093/biomet/92.1.159
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    Bibliographic Info

    Article provided by Biometrika Trust in its journal Biometrika.

    Volume (Year): 92 (2005)
    Issue (Month): 1 (March)
    Pages: 159-171

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    Handle: RePEc:oup:biomet:v:92:y:2005:i:1:p:159-171

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    Postal: Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK
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    Cited by:
    1. Beare, Brendan K. & Schmidt, Lawrence, 2011. "An Empirical Test of Pricing Kernel Monotonicity," University of California at San Diego, Economics Working Paper Series qt5572n8pc, Department of Economics, UC San Diego.
    2. Beare, Brendan K. & Moon, Jong-Myun, 2012. "Testing the concavity of an ordinaldominance curve," University of California at San Diego, Economics Working Paper Series qt6qg1f8ms, Department of Economics, UC San Diego.

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