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Research article - Peer-reviewed, 2023

Tests of stochastic dominance with repeated measurements data

Angelov, Angel G.; Ekstrom, Magnus


The paper explores a testing problem which involves four hypotheses, that is, based on observations of two random variables X and Y, we wish to discriminate between four possibilities: identical survival functions, stochastic dominance of X over Y, stochastic dominance of Y over X, or crossing survival functions. Four-decision testing procedures for repeated measurements data are proposed. The tests are based on a permutation approach and do not rely on distributional assumptions. One-sided versions of the Cramer-von Mises, Anderson-Darling, and Kolmogorov-Smirnov statistics are utilized. The consistency of the tests is proven. A simulation study shows good power properties and control of false-detection errors. The suggested tests are applied to data from a psychophysical experiment.


Stochastic dominance; Repeated measurement; Four-hypothesis test; Permutation test; Nonparametric approach

Published in

AStA Advances in Statistical Analysis
2023, Volume: 107, number: 3, pages: 443-467
Publisher: SPRINGER

    UKÄ Subject classification

    Probability Theory and Statistics

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