Nonparametric goodness-of-fit tests for uniform stochastic ordering
一致随机序的非参数拟合优度检验
We propose $L^{p}$ distance-based goodness-of-fit (GOF) tests for uniform stochastic ordering with two continuous distributions $F$ and $G$, both of which are unknown. Our tests are motivated by the fact that when $F$ and $G$ are uniformly stochastically ordered, the ordinal dominance curve $R=FG^{-1}$ is star-shaped. We derive asymptotic distributions and prove that our testing procedure has a unique least favorable configuration of $F$ and $G$ for $p\in [1,\infty]$. We use…