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. Author manuscript; available in PMC: 2013 Jul 19.
Published in final edited form as: Bernoulli (Andover). 2013;19(1):295–307. doi: 10.3150/11-BEJ393SUPP

Table 2.

Power comparison of tests for stochastic ordering of k = 2 distributions at level α = 0.05

Distributions
n1 = 50, n2 = 30
n1 = 30, n2 = 50
n1 = 50, n2 = 50
F1 F2 Tn Sn Tn Sn Tn Sn
Uni(0, 1) Uni(0, 1) 0.064 0.038 0.051 0.045 0.051 0.036
Uni(0, 1.1) Uni(0, 1) 0.143 0.104 0.162 0.111 0.199 0.125
Uni(0, 2) Uni(0, 1) 0.911 0.816 0.912 0.818 0.908 0.815
Uni(0.1, 1.1) Uni(0, 1) 0.377 0.244 0.357 0.246 0.468 0.287
Exp(1) Exp(1) 0.063 0.037 0.048 0.041 0.047 0.036
Exp(1) Exp(1.1) 0.123 0.076 0.091 0.068 0.108 0.076
Exp(1) Exp(2) 0.782 0.716 0.813 0.718 0.909 0.815
0.1 + Exp(1) Exp(1) 0.207 0.118 0.137 0.105 0.195 0.127
N(0, 1) N(0, 1) 0.063 0.037 0.049 0.040 0.051 0.036
N(0.1, 1) N(0, 1) 0.132 0.081 0.100 0.079 0.122 0.079
N(0.5, 1) N(0, 1) 0.646 0.530 0.690 0.540 0.771 0.628
N(1, 1) N(0, 1) 0.992 0.975 0.991 0.975 0.993 0.976
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