随机排序的似然比检验

A Likelihood Ratio Test for Stochastic Ordering

Journal of the American Statistical Association · 1984
被引 33
ABS 4

中文导读

将似然比原理扩展到非参数环境,提出一种检验随机排序的方法,模拟显示该检验具有良好的检验功效,且是一致无偏的。

Abstract

Abstract This article presents a method of extending the likelihood ratio principle to a nonparametric setting. The problem dealt with is a test for stochastic ordering. The resulting test is shown, via simulation, to have good power. It is shown to be consistent and unbiased. Key Words: Likelihood ratio principleNonparametric testStochastic ordering

计量经济学统计学非参数检验数学