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Statistical inference on comparing two distribution functions with a possible crossing point

Author

Listed:
  • Chen, Guijing
  • Chen, Jiahua
  • Chen, Yuming

Abstract

Based on rank statistics, new distribution-free tests on the crossing point between two distribution functions are proposed. Simulation indicates that the new tests have higher power than tests in the literature. A new point estimate of the crossing point is given and is shown to be strongly consistent and asymptotically normal. Two kinds of asymptotically distribution-free confidence intervals of the crossing point have also been given.

Suggested Citation

  • Chen, Guijing & Chen, Jiahua & Chen, Yuming, 2002. "Statistical inference on comparing two distribution functions with a possible crossing point," Statistics & Probability Letters, Elsevier, vol. 60(3), pages 329-341, December.
    • Handle: RePEc:eee:stapro:v:60:y:2002:i:3:p:329-341
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    Cited by:

    1. Isha Dewan & Rohini Somanathan, 2004. "Poverty targeting in public programs: A comparison of alternative nonparametric methods," Discussion Papers 04-16, Indian Statistical Institute, Delhi.
    2. Dewan, Isha & Somanathan, Rohini, 2011. "The application of nonparametric tests to poverty targeting," Economics Letters, Elsevier, vol. 113(1), pages 58-61, October.
    3. Isha Dewan, 2008. "Poverty targeting in public programs: A Comparison of Some Nonparametric Tests and their Application to Indian Microfinance," Working Papers id:1516, eSocialSciences.
    4. Hanbali, Hamza & Dhaene, Jan & Linders, Daniël, 2022. "Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 22-37.

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