Nonparametric testing via partial sorting

10/26/2022
by   Krzysztof Bisewski, et al.
0

In this paper we introduce the idea of partially sorting data to design nonparametric tests. This approach gives rise to tests that are sensitive to both the order and the underlying distribution of the data. We focus in particular on a test that uses the bubble sort algorithm to partially sort the data. We show that a function of the data, referred to as the empirical bubble sort curve, converges uniformly to a limiting curve. We define a goodness-of-fit test based on the distance between the empirical curve and its limit. The asymptotic distribution of the test statistic is a generalization of the Kolmogorov distribution. We apply the test in several examples and observe that it outperforms classical nonparametric tests for appropriately chosen sorting levels.

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