Open Access
February 2013 Empirical likelihood-based tests for stochastic ordering
Hammou El Barmi, Ian W. McKeague
Bernoulli 19(1): 295-307 (February 2013). DOI: 10.3150/11-BEJ393

Abstract

This paper develops an empirical likelihood approach to testing for the presence of stochastic ordering among univariate distributions based on independent random samples from each distribution. The proposed test statistic is formed by integrating a localized empirical likelihood statistic with respect to the empirical distribution of the pooled sample. The asymptotic null distribution of this test statistic is found to have a simple distribution-free representation in terms of standard Brownian bridge processes. The approach is used to compare the lengths of rule of Roman Emperors over various historical periods, including the “decline and fall” phase of the empire. In a simulation study, the power of the proposed test is found to improve substantially upon that of a competing test due to El Barmi and Mukerjee.

Citation

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Hammou El Barmi. Ian W. McKeague. "Empirical likelihood-based tests for stochastic ordering." Bernoulli 19 (1) 295 - 307, February 2013. https://doi.org/10.3150/11-BEJ393

Information

Published: February 2013
First available in Project Euclid: 18 January 2013

zbMATH: 1259.62030
MathSciNet: MR3019496
Digital Object Identifier: 10.3150/11-BEJ393

Keywords: distribution-free , nonparametric likelihood ratio testing , Order restricted inference

Rights: Copyright © 2013 Bernoulli Society for Mathematical Statistics and Probability

Vol.19 • No. 1 • February 2013
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