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NONPARAMETRIC GOODNESS-OF-FIT TESTS FOR UNIFORM STOCHASTIC ORDERING.


ABSTRACT: We propose Lp distance-based goodness-of-fit (GOF) tests for uniform stochastic ordering with two continuous distributions F and G, both of which are unknown. Our tests are motivated by the fact that when F and G are uniformly stochastically ordered, the ordinal dominance curve R = FG-1 is star-shaped. We derive asymptotic distributions and prove that our testing procedure has a unique least favorable configuration of F and G for p ? [1,?]. We use simulation to assess finite-sample performance and demonstrate that a modified, one-sample version of our procedure (e.g., with G known) is more powerful than the one-sample GOF test suggested by Arcones and Samaniego (2000, Annals of Statistics). We also discuss sample size determination. We illustrate our methods using data from a pharmacology study evaluating the effects of administering caffeine to prematurely born infants.

SUBMITTER: Tang CF 

PROVIDER: S-EPMC5771311 | biostudies-literature | 2017

REPOSITORIES: biostudies-literature

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NONPARAMETRIC GOODNESS-OF-FIT TESTS FOR UNIFORM STOCHASTIC ORDERING.

Tang Chuan-Fa CF   Wang Dewei D   Tebbs Joshua M JM  

Annals of statistics 20171215 6


We propose <i>L<sup>p</sup></i> distance-based goodness-of-fit (GOF) tests for uniform stochastic ordering with two continuous distributions <i>F</i> and <i>G</i>, both of which are unknown. Our tests are motivated by the fact that when <i>F</i> and <i>G</i> are uniformly stochastically ordered, the ordinal dominance curve <i>R</i> = <i>FG</i><sup>-1</sup> is star-shaped. We derive asymptotic distributions and prove that our testing procedure has a unique least favorable configuration of <i>F</i  ...[more]

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