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A distribution free goodness of fit test for a stochastically ordered alternative

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  • Banerjee, Shuvadeep

Abstract

A distribution free goodness of fit test based on empirical distribution function is proposed for a one-sample and two-sample scenario under the alternative hypothesis of stochastic ordering. The exact and asymptotic null distribution of the proposed test statistic is derived. A Monte Carlo simulation study has been made to compare the power of the proposed test and other competitive test procedures. The proposed test performs better in the comparative study.

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  • Banerjee, Shuvadeep, 2008. "A distribution free goodness of fit test for a stochastically ordered alternative," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 2868-2875, December.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:17:p:2868-2875
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    References listed on IDEAS

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    1. Sreenivasa Rao Jammalamadaka & Emanuele Taufer, 2001. "Testing Exponentiality by comparing the Empirical," Quaderni DISA 053, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Sep 2003.
    2. Jammalamadaka, S.R.S. Rao & Goria, M. N., 2004. "A test of goodness-of-fit based on Gini's index of spacings," Statistics & Probability Letters, Elsevier, vol. 68(2), pages 177-187, June.
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