Testing stochastic ordering in tails of distribution
Abbreviated Journal Title
J. Nonparametr. Stat.
Mann-Whitney-Wilcoxon Statistic; stochastic ordering; tail of a; distribution; asymptotic normality; distribution-free; Pitman's; asymptotic efficacy; percentiles; Statistics & Probability
While testing stochastic ordering is one of the oldest and best known area in non-parametric statistics, the procedure has not been modified to deal with stochastic ordering in either the left or the right or both tails of distributions. This is what is done in the current investigation where we address the case where the tail point is either known or unknown but could be estimated. The special case where the tail points are percentiles of one of the two distributions is also discussed. Pitman's asymptotic efficacies of the tests are presented and compared to the Mann-Whitney-Wilcoxon case.
Journal of Nonparametric Statistics
"Testing stochastic ordering in tails of distribution" (2001). Faculty Bibliography 2000s. 2898.