Premium
Goodness‐of‐fit test for uniform stochastic ordering among several distributions
Author(s) -
Park Chul Gyu,
Lee ChuIn Charles,
Robertson Tim
Publication year - 1998
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315674
Subject(s) - goodness of fit , stochastic ordering , test (biology) , mathematics , statistical physics , statistics , econometrics , geology , physics , paleontology
The likelihood‐ratio test (LRT) is considered as a goodness‐of‐fit test for the null hypothesis that several distribution functions are uniformly stochastically ordered. Under the null hypothesis, H 1 : F 1 ⪯ F 2 ⪯···⪯ F N , the asymptotic distribution of the LRT statistic is a convolution of several chi‐bar‐square distributions each of which depends upon the location parameter. The least‐favourable parameter configuration for the LRT is not unique. It can be two different types and depends on the number of distributions, the number of intervals and the significance level α. This testing method is illustrated with a data set of survival times of five groups of male fruit flies.