A bootstrap procedure is employed to obtain the p-value of the test, and some simulation results are presented to illustrate the proposed test method.
📌 3 Key Takeaways
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Objective & Hypothesis:Statistical inferences under second order stochastic dominance for two sample case has a long and rich history.
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Key Findings & Data:But the k(≥ 2) sample case has not been well studied.
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Conclusion & Impact:A bootstrap procedure is employed to obtain the p-value of the test, and some simulation results are presented to illustrate the proposed test method.
Statistical inferences under second order stochastic dominance for two sample case has a long and rich history. But the k(≥ 2) sample case has not been well studied. In this article we consider k(≥ 2) sample test for the equality of distribution functions against second order stochastic dominance alternative. A test statistic is constructed with isotonic regression estimates of stop-loss transform functions, and the asymptotic distribution of the proposed test is given. A bootstrap procedure is employed to obtain the p-value of the test, and some simulation results are presented to illustrate the proposed test method.
ZHANG, J., ZHANG, Z. (2022). Multi-sample test based on bootstrap methods for second order stochastic dominance. Hacettepe Journal of Mathematics and Statistics, Cilt: 44 - Sayı: 2, 503–512. https://ajindex.com/articles/530309