Statistical power of goodness-of-fit tests based on the empirical distribution function for Type I right censored data

Regina Bispo*, Tiago A. Marques, Dinis Pestana

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

In this study, the power of common goodness-of-fit (GoF) statistics based on the empirical distribution function (EDF) was simulated for single type-I right-censored data. The statistical power of the Kolmogorov-Smirnov, Cramér-von Mises and Anderson-Darling statistics was investigated by varying the null and the alternative distributions, the sample size, the degree of censoring and the significance level. The exponential, Weibull, log-logistic and log-normal lifetime distributions were considered as they are among the most frequently distributions used when modelling censored data. We conclude by giving some general recommendations for testing the distributional assumption of parametric survival models in homogeneous populations when using EDF-based GoF statistics.

Original languageEnglish
Pages (from-to)173-181
Number of pages9
JournalJournal of Statistical Computation and Simulation
Volume82
Issue number2
DOIs
Publication statusPublished - 2012

Keywords

  • censored data
  • goodness-of-fit
  • lifetime distributions
  • power
  • type-I censoring

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