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Tests of stochastic...
Tests of stochastic dominance with repeated measurements data
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- Angelov, Angel G. (author)
- Umeå universitet,Statistik
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- Ekström, Magnus, 1966- (author)
- Swedish University of Agricultural Sciences,Sveriges lantbruksuniversitet,Umeå universitet,Statistik,Department of Forest Resource Management, Swedish University of Agricultural Sciences, Umeå, Sweden,Institutionen för skoglig resurshushållning,Umeå University
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(creator_code:org_t)
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- 2022-05-11
- 2023
- English.
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In: AStA Advances in Statistical Analysis. - : Springer. - 1863-8171 .- 1863-818X. ; 107:3, s. 443-467
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Abstract
Subject headings
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- The paper explores a testing problem which involves four hypotheses, that is, based on observations of two random variables X and Y, we wish to discriminate between four possibilities: identical survival functions, stochastic dominance of X over Y, stochastic dominance of Y over X, or crossing survival functions. Four-decision testing procedures for repeated measurements data are proposed. The tests are based on a permutation approach and do not rely on distributional assumptions. One-sided versions of the Cramér–von Mises, Anderson–Darling, and Kolmogorov–Smirnov statistics are utilized. The consistency of the tests is proven. A simulation study shows good power properties and control of false-detection errors. The suggested tests are applied to data from a psychophysical experiment.
Subject headings
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Keyword
- Four-hypothesis test
- Nonparametric approach
- Permutation test
- Repeated measurement
- Stochastic dominance
Publication and Content Type
- ref (subject category)
- art (subject category)
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