Testing Exponentiality Based on EDF Statistics for Randomly Censored Data when the Scale Parameter is Unknown

- Journal title : Korean Journal of Applied Statistics
- Volume 25, Issue 2, 2012, pp.311-319
- Publisher : The Korean Statistical Society
- DOI : 10.5351/KJAS.2012.25.2.311

Title & Authors

Testing Exponentiality Based on EDF Statistics for Randomly Censored Data when the Scale Parameter is Unknown

Kim, Nam-Hyun;

Kim, Nam-Hyun;

Abstract

The simplest and the most important distribution in survival analysis is exponential distribution. Koziol and Green (1976) derived Cramr-von Mises statistic`s randomly censored version based on the Kaplan-Meier product limit estimate of the distribution function; however, it could not be practical for a real data set since the statistic is for testing a simple goodness of fit hypothesis. We generalized it to the composite hypothesis for exponentiality with an unknown scale parameter. We also considered the classical Kolmogorov-Smirnov statistic and generalized it by the exact same way. The two statistics are compared through a simulation study. As a result, we can see that the generalized Koziol-Green statistic has better power in most of the alternative distributions considered.

Keywords

Goodness of fit;random censorship;Cramr-von Mises statistic;Kolmogorov-Smirnov statistic;Kaplan-Meier product limit estimate;

Language

Korean

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