A Bootstrap Test of Stochastic Equality of Two Populations

Jenő Reiczigel, Ildikó Zakariás, Lajos Rózsa
2005 American Statistician  
When comparing two variables with nonnormal distributions, application of the Wilcoxon-Mann-Whitney test (WMW) is a common choice. However, it is only valid to test the null hy pothesis stating equality of the distributions. Sometimes the hy pothesis of interest is H0 : P(X < Y) = P(X > Y) against P(X < Y) ^ P{X > Y), called stochastic equality and in equality. Here we propose a bootstrap test for this problem. Re sults of an extensive simulation study based on empirical dis tributions suggest
more » ... hat the new test is valid for a wide range of problems in parasitology and psychology, and the loss of power as compared to WMW is rather small in those cases when both tests are applicable.
doi:10.1198/000313005x23526 fatcat:euoucvaibfgdvc2aka3mo37toy