The purpose of this thesis is to compare rank-based tests of bivariate stochastic order. Given two bivariate distributions $F$ and $G$, the general problem we are dealing with is to test $H_0: F=G$ against $H_1:F<G$, where $F$ and $G$ are independent continuous distributions on $\Re ^2$. (``$F<G$" means that $F(x)\leq G(x)~\forall x\in \Re^2$, and $\exists x\in \Re^2$ such that $F(x)< G(x)$.). In particular, we will analyze three analogues of the one-dimensional Mann-Whitney-Wilcoxon test in two dimensions. Two of the test statistics are new; we call them the Kendall and Spearman statistics. We will then show the asymptotic distributions and carry out empirical comparisons of the Kendall, Spearman and the third two-dimensional Mann-Whitney-Wilcoxon statistics.
| Identifer | oai:union.ndltd.org:LACETR/oai:collectionscanada.gc.ca:OOU./en#10393/20257 |
| Date | 28 September 2011 |
| Creators | Liu, Yunfeng |
| Source Sets | Library and Archives Canada ETDs Repository / Centre d'archives des thèses électroniques de Bibliothèque et Archives Canada |
| Language | English |
| Detected Language | English |
| Type | Thèse / Thesis |
Page generated in 0.0018 seconds