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

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  • Jianling Zhang
  • Zhongzhan Zhang

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.

Suggested Citation

  • Jianling Zhang & Zhongzhan Zhang, 2020. "Nonparametric multi-samples test for simple stochastic ordering against unrestricted alternative," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 50(21), pages 5160-5169, September.
    • Handle: RePEc:taf:lstaxx:v:50:y:2020:i:21:p:5160-5169
    DOI: 10.1080/03610926.2020.1726389
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