This paper compares the performance of several tests for stochastic dominance up to order three using Monte Carlo methods. The tests considered are the Davidson and Duclos (2000) test, the Anderson test (1996) and the Kaur, Rao and Singh (1994) test. Only unpaired samples of independent...

A test for two events being mutually exclusive is presented for the case in which there are known rates of misclassification of the events. The test can be utilized in other situations, such as to test whether a set is a subset of another set. In the test, the null value of the probability of...