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Given two independent samples of non-negative random variables with unknown distribution functions F and G, respectively, we introduce and discuss two tests for the hypothesis that F is less than or equal to G in increasing convex order. The test statistics are based on the empirical stop-loss transform, critical values are obtained by a bootstrap… (More)

- Ludwig Baringhaus
- SIAM J. Matrix Analysis Applications
- 1980

- Ludwig Baringhaus, Fatemeh Taherizadeh
- J. Multivariate Analysis
- 2010

- Ludwig Baringhaus, Daniel Gaigall
- J. Multivariate Analysis
- 2017

- Ludwig Baringhaus, Daniel Gaigall
- J. Multivariate Analysis
- 2015

We discuss two Monte Carlo algorithms for finding the global maximum of a simple random walk with negative drift. This problem can be used to connect the analysis of random input Monte Carlo algorithms with ideas and principles from mathematical statistics.

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