On the goodness-of-fit test based on the ratio of cumulative hazard functions with the Type II censored data

Research output: Contribution to journalArticle

Abstract

For comparing two cumulative hazard functions, we consider an extension of the Kullback–Leibler information to the cumulative hazard function, which is concerning the ratio of cumulative hazard functions. Then we consider its estimate as a goodness-of-fit test with the Type II censored data. For an exponential null distribution, the proposed test statistic is shown to outperform other test statistics based on the empirical distribution function in the heavy censoring case against the increasing hazard alternatives.

Original languageEnglish
Pages (from-to)2935-2944
Number of pages10
JournalCommunications in Statistics: Simulation and Computation
Volume46
Issue number4
DOIs
Publication statusPublished - 2017 Apr 21

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Cumulative Hazard Function
Censored Data
Goodness of Fit Test
Hazards
Test Statistic
Kullback-Leibler Information
Empirical Distribution Function
Null Distribution
Statistics
Censoring
Exponential distribution
Hazard
Distribution functions
Alternatives
Estimate

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Modelling and Simulation

Cite this

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abstract = "For comparing two cumulative hazard functions, we consider an extension of the Kullback–Leibler information to the cumulative hazard function, which is concerning the ratio of cumulative hazard functions. Then we consider its estimate as a goodness-of-fit test with the Type II censored data. For an exponential null distribution, the proposed test statistic is shown to outperform other test statistics based on the empirical distribution function in the heavy censoring case against the increasing hazard alternatives.",
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