Timeline for Which form of stochastic dominance is tested for using the Mann-Whitney U hypothesis test?
Current License: CC BY-SA 4.0
4 events
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Oct 30, 2021 at 23:31 | comment | added | Alexis | This is not 1st order stochastic dominance, because it is possible to reject the null for a rank sum test, but, for example have CDFs which cross (even more than once). | |
Jul 19, 2021 at 12:18 | vote | accept | Galen | ||
Jul 19, 2021 at 11:30 | comment | added | Frank Harrell | And you can verify that but just examining how you estimate the Wilcoxon-Mann-Whitney concordance probability: take all possible pairs of observations from different groups and compute the proportion of pairs for which the group 1 value exceeds the group 2 value. | |
Jul 19, 2021 at 6:15 | history | answered | Kozolovska | CC BY-SA 4.0 |