[R] Test for stochastic dominance, non-inferiority test for distributions

2009-08-31 Thread Matthias Gondan
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

Re: [R] Test for stochastic dominance, non-inferiority test for distributions

2009-08-31 Thread Stas Kolenikov
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 Gondanmatthias-gon...@gmx.de wrote: Dear R-Users, Is anyone aware of a significance test which allows demonstrating that one