Multi-sample test based on bootstrap methods for second order stochastic dominance

Statistical inferences under second order stochastic dominance for two sample case has a long and rich history. But the kinsert ignore into journalissuearticles values(≥ 2); sample case has not been well studied. In this article we consider kinsert ignore into journalissuearticles values(≥ 2); sample test for the equality of distribution functions against second order stochastic dominance alternative. A test statistic is constructed with isotonic regression estimates of stop-loss transform functions, and the asymptotic distribution of the proposed test is given. A bootstrap procedure is employed to obtain the p-value of the test, and some simulation results are presented to illustrate the proposed test method.