Data Transformations and Goodness-of-Fit Tests for Type-II Right Censored Samples
Methodology
2013-12-12 v1 Computation
Abstract
We suggest several goodness-of-fit methods which are appropriate with Type-II right censored data. Our strategy is to transform the original observations from a censored sample into an approximately i.i.d. sample of normal variates and then perform a standard goodness-of-fit test for normality on the transformed observations. A simulation study with several well known parametric distributions under testing reveals the sampling properties of the methods. We also provide theoretical analysis of the proposed method.
Keywords
Cite
@article{arxiv.1312.3078,
title = {Data Transformations and Goodness-of-Fit Tests for Type-II Right Censored Samples},
author = {Christian Goldmann and Bernhard Klar and Simos G. Meintanis},
journal= {arXiv preprint arXiv:1312.3078},
year = {2013}
}