R help - Aug 2009 - Test for stochastic dominance, non-inferiority test for distributions

Dear R-Users,

Is anyone aware of a significance test which allows 
demonstrating that one distribution dominates another?

Let F(t) and G(t) be two distribution functions, the
alternative hypothesis would be something like:

F(t) >= G(t), for all t

null hypothesis: F(t) < G(t), for some t.


Best wishes,

Matthias


PS. This one would be ok, as well:

F(t) > G(t), for all t

null hypothesis: F(t) <= G(t), for some t.

-- 
GRATIS f?r alle GMX-Mitglieder: Die maxdome Movie-FLAT!

Look for Russell Davidson's work, e.g. this:
http://www.citeulike.org/user/ctacmo/article/3681756, easily googlable
for more.

On Mon, Aug 31, 2009 at 1:04 PM, Matthias Gondan<matthias-gondan at
gmx.de> wrote:
> Dear R-Users,
>
> Is anyone aware of a significance test which allows
> demonstrating that one distribution dominates another?
>
> Let F(t) and G(t) be two distribution functions, the
> alternative hypothesis would be something like:
>
> F(t) >= G(t), for all t
>
> null hypothesis: F(t) < G(t), for some t.
>
>
> Best wishes,
>
> Matthias
>
>
> PS. This one would be ok, as well:
>
> F(t) > G(t), for all t
>
> null hypothesis: F(t) <= G(t), for some t.
>
> --
> GRATIS f?r alle GMX-Mitglieder: Die maxdome Movie-FLAT!
>
> ______________________________________________
> R-help at r-project.org mailing list
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> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>


-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.