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Area statistics are sample versions of areas occurring in a probability plot of two distribution functions F and G. This paper gives a unified basis for five statistics of this type. They can be used for various testing problems in the framework of the two sample problem for independent...
Persistent link: https://www.econbiz.de/10008992395
This paper deals with nonparametric inference for second order stochastic dominance of two random variables. If their distribution functions are unknown they have to be inferred from observed realizations. Thus, any results on stochastic dominance are influenced by sampling errors. We establish...
Persistent link: https://www.econbiz.de/10008992397