The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Testing for stochastic order in interval-valued data

구간 자료의 확률적 순서 검정

  • Choi, Hyejeong (Department of Statistics, Seoul National University) ;
  • Lim, Johan (Department of Statistics, Seoul National University) ;
  • Kwak, Minjung (Department of Statistics, Yeungnam University) ;
  • Park, Seongoh (Department of Statistics, Seoul National University)
  • Received : 2019.09.17
  • Accepted : 2019.10.21
  • Published : 2019.12.31
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Abstract

We construct a procedure to test the stochastic order of two samples of interval-valued data. We propose a test statistic that belongs to a U-statistic and derive its asymptotic distribution under the null hypothesis. We compare the performance of the newly proposed method with the existing one-sided bivariate Kolmogorov-Smirnov test using real data and simulated data.

본 연구에서는 이표본 구간 자료의 확률적 순서 검정 절차를 제안한다. 제안하는 검정 통계량은 U-통계량에 해당하며 본 연구에서는 이에 대한 점근적 분포를 귀무 가설 하에서 유도하였다. 실제 자료와 모의 실험을 통해 새로 제안한 방법의 성능을 단측 이변량 Kolmogorov-Smirnov 검정법과 비교한다.

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References

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