A Likelihood-Ratio Test for Verifying Weak Stochastic Transitivity

📅 2026-09-06
📈 Citations: 0
Influential: 0
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🤖 AI Summary
本文提出了一种似然比检验方法,用于验证弱随机传递性不成立的假设,并证明了该方法在控制第一类错误和增加统计功效方面的有效性。
📝 Abstract
This paper proposes and studies a likelihood-ratio test of the null hypothesis that weak stochastic transitivity (WST) does not hold. This is the reverse of the formulation commonly used in the literature, where WST is set as the null hypothesis. We show that, even when the number of items grows with the number of comparisons per pair, the uniform size converges to the nominal level, with the critical value determined by a chi-bar-square distribution. We further establish that the Type II error converges uniformly to zero under a sufficient signal-strength condition. Simulation studies demonstrate good finite-sample Type I error control and show that power increases with the sample size and signal strength.
Problem

Research questions and friction points this paper is trying to address.

Weak Stochastic Transitivity
Likelihood-Ratio Test
Null Hypothesis
Innovation

Methods, ideas, or system contributions that make the work stand out.

Likelihood-Ratio Test
Weak Stochastic Transitivity
Chi-Bar-Square Distribution
Type II Error Convergence
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M
Masaki Toyoda
Department of Economics, Hitotsubashi University