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Autor: =Feng, Yanqin
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Publicación seriada
Referencias AnalíticasReferencias Analíticas
Autor: Feng, Yanqin ; Wang, Jinde
Título: Likelihood ratio test against simple stochastic ordering among several multinomial populations
Páginas/Colación: p1362-1374, 13p
Journal of Statistical Planning and Inference Vol. 137, no. 4 April 2007
Información de existenciaInformación de existencia

Resumen
Stochastic ordering between probability distributions has been widely studied in the past 50 years. Because it is often easy to make valuable judgments when such orderings exist, it is desirable to recognize their existence and to model distributional structures under them. Likelihood ratio test is the most commonly used method to test hypotheses involving stochastic orderings. Among the various formally defined notions of stochastic ordering, the least stringent is simple stochastic ordering. In this paper, we consider testing the hypothesis that all multinomial populations are identically distributed against the alternative that they are in simple stochastic ordering. We construct likelihood ratio test statistic for this hypothesis test problem, provide limit form of the objective function corresponding to the test statistic and show that the test statistic is asymptotically distributed as a mixture of chi-squared distributions, i.e., a chi-bar-squared distribution.

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

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