Title

Testing Stochastic Ordering In Tails Of Distribution

Keywords

Asymptotic normality; Distribution-free; Mann-whitney-wilcoxon statistic; Percentiles; Pitman's asymptotic efficacy; Stochastic ordering; Tail of a distribution

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.

Publication Date

1-1-2001

Publication Title

Journal of Nonparametric Statistics

Volume

13

Issue

6

Number of Pages

775-790

Document Type

Article

Personal Identifier

scopus

DOI Link

https://doi.org/10.1080/10485250108832877

Socpus ID

0346487331 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/0346487331

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