A test for the bidirectional stochastic order with an application to quality control theory

A test for the bidirectional stochastic order with an application to quality control theory

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Article ID: iaor20115077
Volume: 217
Issue: 19
Start Page Number: 7762
End Page Number: 7771
Publication Date: Jun 2011
Journal: Applied Mathematics and Computation
Authors:
Keywords: partial ordering, stochastic dominance
Abstract:

A test for the bidirectional stochastic ordering is developed in this paper. The main properties of such a test are investigated. The asymptotic distribution of the statistic of the test is obtained under conditions which allow the construction of critical regions with a specific level of significance. It is also proved that the test is consistent on the whole set of alternatives. An application of such a test to quality control theory is developed.

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