A Distribution-Free Test for Stochastic Ordering
A Distribution-Free Test for Stochastic Ordering
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DOI：
10.1080/01621459.1976.10481555
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发表时间：
1976-09
影响因子：
3.7
通讯作者：
Young Jack Lee;D. Wolfe
中科院分区：
文献类型：
--
作者：
Young Jack Lee;D. Wolfe
摘要 提出了一种双样本无分布程序，用于在随机排序限制下测试相同位置。检验统计量 M 是基于随机排序分布函数的最大似然估计量的 P(X ≤ Y) 估计量。开发了 M 检验的一些属性，并为选定的样本大小提供了临界值。蒙特卡洛功效研究表明，当基础分布的形式为重尾分布时，M 检验（对于移位替代方案）比 Mann-Whitney-Wilcoxon 检验更有效，但 Mann-Whitney-Wilcoxon 更适合中尾分布。
Abstract A two-sample distribution-free procedure is proposed for testing equal locations under a stochastic ordering restriction. The test statistic M is an estimator of P(X ≤ Y) based upon maximum likelihood estimators of stochastically ordered distribution functions. Some properties of the M test are developed and critical values are provided for selected sample sizes. A Monte Carlo power study indicates that the M test is more effective (for shift alternatives) than the Mann-Whitney-Wilcoxon test when the form of the underlying distribution is heavy-tailed, but the Mann-Whitney-Wilcoxon is preferred for moderate-tailed distributions.