Nonparametric tests for and against likelihood ratio ordering in the two-sample problem

We derive nonparametric procedures for testing for and against likelihood ratio ordering in the two-population setting with continuous distributions. We account for this ordering by examining the least concave majorant of the ordinal dominance curve formed from the nonparametric maximum likelihood e...

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Veröffentlicht in:Biometrika 2005-03, Vol.92 (1), p.159-171
Hauptverfasser: Carolan, Christopher A., Tebbs, Joshua M.
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Tebbs, Joshua M.
description We derive nonparametric procedures for testing for and against likelihood ratio ordering in the two-population setting with continuous distributions. We account for this ordering by examining the least concave majorant of the ordinal dominance curve formed from the nonparametric maximum likelihood estimators of the continuous distribution functions F and G. In particular, we focus on testing equality of F and G versus likelihood ratio ordering and testing for a violation of likelihood ratio ordering. For both testing problems, we propose area-based and sup-norm-based test statistics, derive appropriate limiting distributions, and provide simulation results that characterise the performance of our procedures. We illustrate our methods using data from a controlled experiment involving the effects of radiation on mice.
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source RePEc; JSTOR Mathematics & Statistics; JSTOR Archive Collection A-Z Listing; Oxford University Press Journals All Titles (1996-Current)
subjects Applications
Applied statistics
Biology, psychology, social sciences
Brownian bridge
Concavity
Critical values
Data sampling
Distribution functions
Distribution theory
Exact sciences and technology
Isotonic regression
Kolmogorov–Smirnov
Least concave majorant
Local uniform ordering
Mann–Whitney
Mathematics
Nonparametric inference
Nonparametric tests
Order-restricted inference
Ordinal dominance curve
Probability and statistics
Probability theory and stochastic processes
Ratios
Sciences and techniques of general use
Statistical theories
Statistics
Stochastic ordering
title Nonparametric tests for and against likelihood ratio ordering in the two-sample problem
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