A Robust Nonparametric Likelihood Ratio Test

摘要

The likelihood ratio principle is employed to suggest a nonparametric test for testing equality of two distributions against a stochastic ordering alternative. The test appears to be robust against a wide range of alternatives. Percentage points for sample sizes less than or equal to twenty are provided as well as a comparison of power values for the Kolmogorov-Smirnov and Mann-Whitney-Wilcoxon tests. (Author)