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 language | English |
|---|---|
| Pages (from-to) | 173-181 |
| Number of pages | 9 |
| Journal | Journal of Statistical Computation and Simulation |
| Volume | 82 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 2012 |
Keywords
- censored data
- goodness-of-fit
- lifetime distributions
- power
- type-I censoring
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