## The Annals of Statistics

- Ann. Statist.
- Volume 19, Number 3 (1991), 1626-1638.

### Inference for the Crossing Point of Two Continuous CDF's

D. L. Hawkins and Subhash C. Kochar

#### Abstract

Let $\mathscr{F}$ denote the set of cdf's on $\mathbb{R}$ with density everywhere positive. Let $C_A = \{(F,G) \in \mathscr{F} \times \mathscr{F}$: there exists a unique $x^\ast \in \mathbb{R}$ such that $F(x) > G(x) \text{for} x << x^\ast \text{and} F(x) < G(x) \text{for} x > x^\ast\}, C_B - \{(F,G) \in \mathscr{F} \times \mathscr{F}: (G,F) \in C_A\}$. Based on independent random samples from $F$ and $G$ (assumed unknown), we give distribution-free tests of $H_0: F = G$ versus the alternatives that $(F,G) \in C_A, (F,G) \in C_B \text{or} (F,G) \in C_A \cup C_B$. Next, assuming that $(F,G) \in C_A$ (or in $C_B$), a point estimate of the crossing point $x^\ast$ is obtained and is shown to be strongly consistent and asymptotically normal. Finally, an asymptotically distribution-free confidence interval for $x^\ast$ is obtained. All inferences are based on a special criterion functional of $F$ and $G$, which yields $x^\ast$ when maximized (minimized) if $(F,G) \in C_A \lbrack(F,G) \in C_B\rbrack$.

#### Article information

**Source**

Ann. Statist., Volume 19, Number 3 (1991), 1626-1638.

**Dates**

First available in Project Euclid: 12 April 2007

**Permanent link to this document**

https://projecteuclid.org/euclid.aos/1176348266

**Digital Object Identifier**

doi:10.1214/aos/1176348266

**Mathematical Reviews number (MathSciNet)**

MR1126342

**Zentralblatt MATH identifier**

0729.62046

**JSTOR**

links.jstor.org

**Subjects**

Primary: 62G10: Hypothesis testing

Secondary: 62G05: Estimation 62G15: Tolerance and confidence regions

**Keywords**

Criterion functional weak convergence survival analysis

#### Citation

Hawkins, D. L.; Kochar, Subhash C. Inference for the Crossing Point of Two Continuous CDF's. Ann. Statist. 19 (1991), no. 3, 1626--1638. doi:10.1214/aos/1176348266. https://projecteuclid.org/euclid.aos/1176348266