Statistical inference on comparing two distribution functions with a possible crossing point

Based on rank statistics, new distribution-free tests on the crossing point between two distribution functions are proposed. Simulation indicates that the new tests have higher power than tests in the literature. A new point estimate of the crossing point is given and is shown to be strongly consistent and asymptotically normal. Two kinds of asymptotically distribution-free confidence intervals of the crossing point have also been given.

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Year of publication:	2002
Authors:	Chen, Guijing ; Chen, Jiahua ; Chen, Yuming
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 60.2002, 3, p. 329-341
Publisher:	Elsevier
Keywords:	Rank statistics Distribution-free test Distribution-free confidence interval Asymptotic distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005255007