Testing for Stochastic Order in Interval-Valued Data

2019/11/17 by Hye-Jeong Choi, Johan Lim, Choi, Hyejeong +5
Mathematics · Computer Science · #Fuzzy Systems and Optimization #Bayesian Modeling and Causal Inference #Advanced Statistical Methods and Models

paper · pdf · doi:10.48550/arxiv.1911.07196

Abstract

We construct a procedure to test the stochastic order of two samples of interval-valued data. We propose a test statistic which belongs to U-statistic and derive its asymptotic distribution under the null hypothesis. We compare the performance of the newly proposed method with the existing one-sided bivariate Kolmogorov-Smirnov test using real data and simulated data.

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