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: | Lpez-Daz Miguel |
Keywords: | partial ordering, stochastic dominance |
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.