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Abstract:

We propose a new goodness-of-fit test for normal and lognormal distributions with unknown parameters and type-II censored data. This test is a generalization of Michael's test for censored samples, which is based on the empirical distribution and a variance stabilizing transformation. We estimate the parameters of the model by using maximum likelihood and Gupta's methods. The quantiles of the distribution of the test statistic under the null hypothesis are obtained through Monte Carlo simulations. The power of the proposed test is estimated and compared to that of the Kolmogorov-Smirnov test also using simulations. The new test is more powerful than the Kolmogorov-Smirnov test in most of the studied cases. Acceptance regions for the PP, QQ and Michael's stabilized probability plots are derived, making it possible to visualize which data contribute to the decision of rejecting the null hypothesis. Finally, an illustrative example is presented. © 2010 Taylor & Francis.

Registro:

Documento: Artículo
Título:On a goodness-of-fit test for normality with unknown parameters and type-II censored data
Autor:Castro-Kuriss, C.; Kelmansky, D.M.; Leiva, V.; Martínez, E.J.
Filiación:Departamento de Materias Fisico-Mátematicas, Instituto Tecnológico de Buenos Aires, Buenos Aires, Argentina
Instituto de Cálculo, Universidad de Buenos Aires, Buenos Aires, Argentina
Departamento de Estadística, CIMFAV, Universidad de Valparaíso, Casilla 5030, Valparaíso, Chile
Palabras clave:Kolmogorov-Smirnov test; Maximum likelihood and Gupta's estimators; Monte Carlo simulation; PP, QQ and stabilized probability plots
Año:2010
Volumen:37
Número:7
Página de inicio:1193
Página de fin:1211
DOI: http://dx.doi.org/10.1080/02664760902984626
Título revista:Journal of Applied Statistics
Título revista abreviado:J. Appl. Stat.
ISSN:02664763
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_02664763_v37_n7_p1193_CastroKuriss

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Citas:

---------- APA ----------
Castro-Kuriss, C., Kelmansky, D.M., Leiva, V. & Martínez, E.J. (2010) . On a goodness-of-fit test for normality with unknown parameters and type-II censored data. Journal of Applied Statistics, 37(7), 1193-1211.
http://dx.doi.org/10.1080/02664760902984626
---------- CHICAGO ----------
Castro-Kuriss, C., Kelmansky, D.M., Leiva, V., Martínez, E.J. "On a goodness-of-fit test for normality with unknown parameters and type-II censored data" . Journal of Applied Statistics 37, no. 7 (2010) : 1193-1211.
http://dx.doi.org/10.1080/02664760902984626
---------- MLA ----------
Castro-Kuriss, C., Kelmansky, D.M., Leiva, V., Martínez, E.J. "On a goodness-of-fit test for normality with unknown parameters and type-II censored data" . Journal of Applied Statistics, vol. 37, no. 7, 2010, pp. 1193-1211.
http://dx.doi.org/10.1080/02664760902984626
---------- VANCOUVER ----------
Castro-Kuriss, C., Kelmansky, D.M., Leiva, V., Martínez, E.J. On a goodness-of-fit test for normality with unknown parameters and type-II censored data. J. Appl. Stat. 2010;37(7):1193-1211.
http://dx.doi.org/10.1080/02664760902984626