Re: st: RE: KSmirnov: testing for first order stochastic dominance

[spcrd500@york.ac.uk]

Thank you, Nick.

The case should be simple: I have a large random sample of individuals,
some of which are black and some of which are white. I am testing whether
the distribution of a (discrete) outcome of whites dominates that of
blacks, i.e. whether one of the conditional distributions dominates the
other.

In principle, this should correspond to doing a Ksmirnov test on the
conditional cdf's in which the alternative hypothesis would be that the cdf
of whites is always above that of blacks. I am however unsure about how to
do this in practice. 
Cheers,

Pedro




On Oct 3 2007, Nick Cox wrote:


> The answer may depend on whether your distributions
> are paired or disjoint. 
> Nick 
> n.j.cox@durham.ac.uk 
> spcrd500@york.ac.uk
>
>
> > I need to test for first order stochastic dominance, contrasting two 
> > discrete distributions. The KSmirnov command could in 
> > principle be useful, 
> > but I am unsure about how to make it operational in testing 
> > for stochastic 
> > dominance.
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