Point and interval estimators of a changepoint in stochastical dominance between two distributions
Fuente:
arXiv
Enregistré dans:
| Auteurs principaux: | , |
|---|---|
| Format: | Preprint |
| Publié: |
2025
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
| _version_ | 1866909952077987840 |
|---|---|
| author | Kulinskaya, Elena Hoaglin, David C. |
| author_facet | Kulinskaya, Elena Hoaglin, David C. |
| contents | For differences between means of continuous data from independent groups, the customary scale-free measure of effect is the standardized mean difference (SMD). To justify use of SMD, one should be reasonably confident that the group-level variances are equal. Empirical evidence often contradicts this assumption. Thus, we have investigated an alternate approach, based on stochastic ordering of the treatment and control distributions, that takes into account means and variances. For applying stochastic ordering, our development yields a key quantity, $\mathsf{A}$, the outcome value at which the direction of the ordering of the treatment and control distributions changes.
Using an extensive simulation, we studied relative bias of point estimators of $\mathsf{A}$ and coverage and relative width of bootstrap confidence intervals. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2512_08823 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Point and interval estimators of a changepoint in stochastical dominance between two distributions Kulinskaya, Elena Hoaglin, David C. Statistics Theory For differences between means of continuous data from independent groups, the customary scale-free measure of effect is the standardized mean difference (SMD). To justify use of SMD, one should be reasonably confident that the group-level variances are equal. Empirical evidence often contradicts this assumption. Thus, we have investigated an alternate approach, based on stochastic ordering of the treatment and control distributions, that takes into account means and variances. For applying stochastic ordering, our development yields a key quantity, $\mathsf{A}$, the outcome value at which the direction of the ordering of the treatment and control distributions changes. Using an extensive simulation, we studied relative bias of point estimators of $\mathsf{A}$ and coverage and relative width of bootstrap confidence intervals. |
| title | Point and interval estimators of a changepoint in stochastical dominance between two distributions |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2512.08823 |