Admissibility of exact conditional tests of stochastic order

被引:13
作者
Berger, VW [1 ]
机构
[1] US FDA, Ctr Biol Evaluat & Res, Rockville, MD 20852 USA
关键词
adaptive test; contingency table; convex hull test; ordered categorical data;
D O I
10.1016/S0378-3758(97)00078-5
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Consider the problem of testing for independence against stochastic order in a 2xJ contingency table, with two treatments and J ordered categories. By conditioning on the margins, the null hypothesis becomes simple. Careful selection of the conditional alternative hypothesis then allows the problem to be formulated as one of a class of problems for which the minimal complete class of admissible tests is known. The exact versions of many common tests, such as t-tests and the Smirnov test, are shown to be inadmissible, and thus the non-randomized versions are overly conservative. The proportional hazards and proportional odds tests are shown to be admissible for a given data set and size. A new result allows a proof of the admissibility of convex hull and adaptive tests for all data sets and sizes. (C) 1998 Elsevier Science B.V.
引用
收藏
页码:39 / 50
页数:12
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