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A Stochastic Ordering Induced by a Concept of Positive Dependence and Monotonicity of Asymptotic Test Sizes

A Stochastic Ordering Induced by a Concept of Positive Dependence and Monotonicity of Asymptotic Test Sizes

An ordering of distributions related to a concept of positive dependence is studied and stochastic monotonicity with respect to this ordering is established for a wide class of two-sample test statistics. Asymptotic conservativeness of test sizes under certain departures from independence between samples is discussed. For example, if the observations …