A test for the bidirectional stochastic order with an application to quality control theory |
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| Authors: | Miguel Ló pez-Dí az |
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| Affiliation: | Universidad de Oviedo, Fac. Ciencias., Dpto. de Estadística e I.O. y D.M, c/Calvo Sotelo, s/n. E-33007 Oviedo, Spain |
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| Abstract: | ![]()
A test for the bidirectional stochastic ordering is developed in this paper. The main properties of such a test are investigated. The asymptotic distribution of the statistic of the test is obtained under conditions which allow the construction of critical regions with a specific level of significance. It is also proved that the test is consistent on the whole set of alternatives. An application of such a test to quality control theory is developed. |
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| Keywords: | Bidirectional stochastic ordering Brownian bridge Stochastic ordering |
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