Metrika

, Volume 78, Issue 1, pp 59–83 | Cite as

Data transformations and goodness-of-fit tests for type-II right censored samples

  • Christian Goldmann
  • Bernhard Klar
  • Simos G. Meintanis
Article

Abstract

We suggest several goodness-of-fit (GOF) 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 GOF 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

Empirical characteristic function Empirical distribution function Goodness-of-fit test Censored data 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2014

Authors and Affiliations

  • Christian Goldmann
    • 1
  • Bernhard Klar
    • 2
  • Simos G. Meintanis
    • 3
    • 4
  1. 1.Mathematical Methods in Dynamics and DurabilityFraunhofer Institute for Industrial Mathematics ITWMKaiserslauternGermany
  2. 2.Department of MathematicsKarlsruhe Institute of Technology (KIT)KarlsruheGermany
  3. 3.Department of EconomicsNational and Kapodistrian University of AthensAthensGreece
  4. 4.Unit for Business Mathematics and InformaticsNorth-West UniversityPotchefstroomSouth Africa

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