Tail ordering and asymptotic efficiency of rank tests (Q1099539)
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English | Tail ordering and asymptotic efficiency of rank tests |
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Tail ordering and asymptotic efficiency of rank tests (English)
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1988
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In this paper we consider a partial ordering that is ``between'' the stochastic ordering defined by \textit{E. L. Lehmann}, Ann. Math. Statistics 26, 399-419 (1955; Zbl 0065.119), and an ordering associated with the monotone likelihood ratio property. A tail ordering deduced from it is applied to the comparison of the asymptotic efficiencies of rank tests in the two-sample problem. In particular, we show that the asymptotic relative efficiency of two rank tests preserve this tail ordering if one score function is ``more convex'' than the other.
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stochastic ordering
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monotone likelihood ratio property
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tail ordering
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asymptotic efficiencies of rank tests
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two-sample problem
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score function
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