TY - JOUR
T1 - Ordered inference, rank statistics and combining p-values
T2 - A new perspective
AU - Davidov, Ori
N1 - Funding Information: This research was partially supported by the Israeli Science Foundation Grant No. 875/09 . We would like to thank Shyamal Peddada (NIEHS) for several useful comments that improved the presentation.
PY - 2012/5
Y1 - 2012/5
N2 - A family of simple two sample rank tests for testing for stochastic order is introduced. The proposed tests are motivated by the stochastic ordering of the ranks and methods for combining p-values which capitalize on this ordering. We show that the new tests coincide with some well known rank tests. Their large sample distributions are derived under various assumptions on the sample sizes. Some optimality properties are discussed. Simulations show that the new tests perform well, often better than specialized tests designed for testing for order among two populations.
AB - A family of simple two sample rank tests for testing for stochastic order is introduced. The proposed tests are motivated by the stochastic ordering of the ranks and methods for combining p-values which capitalize on this ordering. We show that the new tests coincide with some well known rank tests. Their large sample distributions are derived under various assumptions on the sample sizes. Some optimality properties are discussed. Simulations show that the new tests perform well, often better than specialized tests designed for testing for order among two populations.
KW - Combining p-values
KW - Rank tests
KW - Stochastic order relations
UR - http://www.scopus.com/inward/record.url?scp=84855206593&partnerID=8YFLogxK
U2 - 10.1016/j.stamet.2011.10.003
DO - 10.1016/j.stamet.2011.10.003
M3 - Article
SN - 1572-3127
VL - 9
SP - 456
EP - 465
JO - Statistical Methodology
JF - Statistical Methodology
IS - 3
ER -