Testing for Stochastic Order in Interval-Valued Data
Methodology
2019-12-05 v2
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.
Cite
@article{arxiv.1911.07196,
title = {Testing for Stochastic Order in Interval-Valued Data},
author = {Hyejeong Choi and Johan Lim and Minjung Kwak and Seongoh Park},
journal= {arXiv preprint arXiv:1911.07196},
year = {2019}
}