Tests based on EDF statistics for randomly censored normal distributions when parameters are unknown
- Authors
- Kim, Namhyun
- Issue Date
- Sep-2019
- Publisher
- KOREAN STATISTICAL SOC
- Keywords
- Anderson-Darling statistic; Cramer-von Mises statistic; goodness-of-fit tests; Kaplan-Meier estimator; Kolmogorov-Smirnov statistic; normal distribution; random censoring
- Citation
- COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, v.26, no.5, pp.431 - 443
- Journal Title
- COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS
- Volume
- 26
- Number
- 5
- Start Page
- 431
- End Page
- 443
- URI
- https://scholarworks.bwise.kr/hongik/handle/2020.sw.hongik/1159
- DOI
- 10.29220/CSAM.2019.26.5.431
- ISSN
- 2287-7843
- Abstract
- Goodness-of-fit techniques are an important topic in statistical analysis. Censored data occur frequently in survival experiments; therefore, many studies are conducted when data are censored. In this paper we mainly consider test statistics based on the empirical distribution function (EDF) to test normal distributions with unknown location and scale parameters when data are randomly censored. The most famous EDF test statistic is the Kolmogorov-Smirnov; in addition, the quadratic statistics such as the Cramer-von Mises and the Anderson-Darling statistic are well known. The Cramer-von Mises statistic is generalized to randomly censored cases by Koziol and Green (Biometrika, 63, 465-474, 1976). In this paper, we generalize the Anderson-Darling statistic to randomly censored data using the Kaplan-Meier estimator as it was done by Koziol and Green. A simulation study is conducted under a particular censorship model proposed by Koziol and Green. Through a simulation study, the generalized Anderson-Darling statistic shows the best power against almost all alternatives considered among the three EDF statistics we take into account.
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