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A data-driven test for dispersive ordering

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  • Fan, Yanqin

Abstract

We propose a data-driven test for dispersive ordering and show that the asymptotic null distribution of the data-driven test is the standard normal. Our simulations confirm the efficacy of this test in moderately large samples.

Suggested Citation

  • Fan, Yanqin, 1999. "A data-driven test for dispersive ordering," Statistics & Probability Letters, Elsevier, vol. 41(4), pages 331-336, February.
    • Handle: RePEc:eee:stapro:v:41:y:1999:i:4:p:331-336
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    Cited by:

    1. Serkan Eryılmaz & Alexei Stepanov, 2008. "Runs in an ordered sequence of random variables," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 67(3), pages 299-313, April.
    2. Narayanaswamy Balakrishnan & Alexei Stepanov, 2013. "Runs Based on Records: Their Distributional Properties and an Application to Testing for Dispersive Ordering," Methodology and Computing in Applied Probability, Springer, vol. 15(3), pages 583-594, September.

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