Testing stochastic ordering in tails of distribution

    Authors

    I. A. Ahmad

    Abbreviated Journal Title

    J. Nonparametr. Stat.

    Keywords

    Mann-Whitney-Wilcoxon Statistic; stochastic ordering; tail of a; distribution; asymptotic normality; distribution-free; Pitman's; asymptotic efficacy; percentiles; Statistics & Probability

    Abstract

    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 Title

    Journal of Nonparametric Statistics

    Volume

    13

    Issue/Number

    6

    Publication Date

    1-1-2001

    Document Type

    Article

    Language

    English

    First Page

    775

    Last Page

    790

    WOS Identifier

    WOS:000175226200002

    ISSN

    1048-5252

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