RT Journal Article
T1 Comparing two treatments in terms of the likelihood ratio order
A1 Martín, Nazario
A1 Mata Crespo, Raquel
A1 Pardo Llorente, Leandro
AB In this paper new families of test statistics are introduced and studied for the problem of comparing two treatments in terms of the likelihood ratio order. The considered families are based on phi-divergence measures and arise as natural extensions of the classical likelihood ratio test and Pearson test statistics. It is proven that their asymptotic distribution is a common chi-bar random variable. An illustrative example is presented and the performance of these statistics is analysed through a simulation study. Through a simulation study it is shown that, for most of the proposed scenarios adjusted to be small or moderate, some members of this new family of test-statistic display clearly better performance with respect to the power in comparison to the classical likelihood ratio and the Pearson's chi-square test while the exact size remains closed to the nominal size. In view of the exact powers and significance levels, the study also shows that the Wilcoxon test-statistic is not as good as the two classical test-statistics.
PB Taylor & Francis
SN 0094-9655
YR 2015
FD 2015
LK https://hdl.handle.net/20.500.14352/33845
UL https://hdl.handle.net/20.500.14352/33845
LA eng
NO Ministerio de Economía y Competitividad  (MINECO)
DS Docta Complutense
RD 28 abr 2024