DOI QR코드

DOI QR Code

구간 자료의 확률적 순서 검정

Testing for stochastic order in interval-valued data

  • 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)
  • 투고 : 2019.09.17
  • 심사 : 2019.10.21
  • 발행 : 2019.12.31

초록

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.

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.

키워드

참고문헌

  1. Feller, W. (1948). On the Kolmogorov-Smirnov limit theorems for empirical distributions, The Annals of Mathematical Statistics, 19, 177-189. https://doi.org/10.1214/aoms/1177730243
  2. Gail, M. and Green, S. (1976). Critical values for the one-sided two-sample Kolmogorov-Smirnov Statistic, Journal of the American Statistical Association, 71, 757-760. https://doi.org/10.1080/01621459.1976.10481562
  3. Lehmann, E. L. (1999). Elements of Large Sample Theory, Springer, New York.
  4. Shaked, M. and Shanthikumar, J. G. (2006). Stochastic Orders, Springer, New York.