多总体二阶随机占优对无约束的检验问题

张建玲

Multi-Samples Testing for Second Stochastic Dominance Against Unrestricted Alternative

Jianling Zhang

表 1 经验拒绝概率

Distributions $n_1 = n_2 = n_3 = 50$ $n_1 = n_2 = n_3 = 100$ $n_1 = n_2 = n_3 = 200$ $F_1$ $F_2$ $F_3$ $\hat{p}$ $\hat{p}$ $\hat{p}$ U(0, 1) U(0, 1) U(0, 1) 0.048 0.051 0.057 E(1) E(1) E(1) 0.059 0.043 0.055 N(0, 1) N(0, 1) N(0, 1) 0.045 0.041 0.043 $\Gamma(2)$ $\Gamma(2)$ $\Gamma(2)$ 0.039 0.051 0.049 $\chi^{2}(2)$ $\chi^{2}(2)$ $\chi^{2}(2)$ 0.061 0.057 0.050 U(0, 1) U(0, 1) U(0, 0.9) 0.016 0.015 0.014 E(0.9) E(1) E(1) 0.020 0.014 0.009 N(0, 1.1) N(0, 1) N(0, 1) 0.056 0.057 0.058 U(0, 0.9) U(0, 1) U(0, 1) 0.207 0.343 0.576 E(1) E(1) E(0.9) 0.122 0.151 0.253 N(0, 1) N(0, 1) N(0, 1.1) 0.063 0.068 0.075