Chang Hsin-Wen, El Barmi Hammou, McKeague Ian W
Institute of Statistical Science, Academia Sinica, Taipei 11529, Taiwan.
Department of Statistics and Computer Information Systems, Baruch College, The City University of New York, New York, NY 10010, U.S.A.
J Nonparametr Stat. 2016;28(4):659-682. doi: 10.1080/10485252.2016.1225048. Epub 2016 Oct 5.
In two-sample comparison problems it is often of interest to examine whether one distribution function majorizes the other, i.e., for the presence of stochastic ordering. This paper develops a nonparametric test for stochastic ordering from size-biased data, allowing the pattern of the size bias to differ between the two samples. The test is formulated in terms of a maximally-selected local empirical likelihood statistic. A Gaussian multiplier bootstrap is devised to calibrate the test. Simulation results show that the proposed test outperforms an analogous Wald-type test, and that it provides substantially greater power over ignoring the size bias. The approach is illustrated using data on blood alcohol concentration of drivers involved in car accidents, where the size bias is due to drunker drivers being more likely to be involved in accidents. Further, younger drivers tend to be more affected by alcohol, so in making comparisons with older drivers the analysis is adjusted for differences in the patterns of size bias.
在双样本比较问题中,常常需要检验一个分布函数是否优于另一个分布函数,即是否存在随机序。本文针对由大小偏倚数据进行随机序检验开发了一种非参数检验方法,允许两个样本的大小偏倚模式有所不同。该检验是根据最大选择局部经验似然统计量来构建的。设计了高斯乘子自助法来校准该检验。模拟结果表明,所提出的检验优于类似的 Wald 型检验,并且与忽略大小偏倚相比,它具有更高的检验功效。使用涉及汽车事故的驾驶员血液酒精浓度数据对该方法进行了说明,其中大小偏倚是由于醉酒程度更高的驾驶员更有可能发生事故。此外,年轻驾驶员往往更容易受到酒精影响,因此在与年长驾驶员进行比较时,分析针对大小偏倚模式的差异进行了调整。