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Quasi goodness of fit tests for lifetime distributions

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Abstract

In this paper we propose a general method for the construction of tests that can be used for testing goodness of fit of lifetime distributions. The method is the following: first find an identity which holds for the survival function or the cumulative hazard function of the null distribution. Then replace the function by a consistent estimate. The resulting statistic is asymptotically normal. Estimating its asymptotic variance then gives a test statistic which is underH 0 asymptotically chi2. The method can be used for randomly (right) censored and single type-I (right) censored data. We apply this method to the following distributions: Weibull, Log-logistic, Log-normal, Half-normal, Rayleigh, Gompertz, Pareto.

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References

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Authors and Affiliations

  1. Institut für Mathematik, Strudlhofgasse 4, A-1090, Wien, Austria

    K. Auinger

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  1. K. Auinger
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Dedicated to Professor L. Schmetterer on the occasion of his seventieth birthday

This paper was written while the author was supported by a post graduate scholarship at the Institute for Advanced Studies/Institut für Höhere Studien in Vienna.

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Auinger, K. Quasi goodness of fit tests for lifetime distributions. Metrika 37, 97–116 (1990). https://doi.org/10.1007/BF02613511

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  • DOI: https://doi.org/10.1007/BF02613511

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