Goodness of Fit Tests for the Gumbel Distribution with Type II right Censored data

被引：0

作者：

Salinas, Victor ^{[1
]}

Perez, Paulino ^{[1
]}

Gonzalez, Elizabeth ^{[1
]}

Vaquera, Humberto ^{[1
]}

机构：

[1] Colegio Postgrad, Texcoco, Mexico

来源：

REVISTA COLOMBIANA DE ESTADISTICA | 2012年 / 35卷 / 03期

关键词：

Correlation coefficient; Entropy; Monte Carlo simulation; Power of a test; KULLBACK-LEIBLER INFORMATION;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this article goodness of fit tests for the Gumbel distribution with type II right censored data are proposed. One test is based in earlier works using the Kullback Leibler information modified for censored data. The other tests are based on the sample correlation coefficient and survival analysis concepts. The critical values of the tests were obtained by Monte Carlo simulation for different sample sizes and percentages of censored data. The powers of the proposed tests were compared under several alternatives. The simulation results show that the test based on the Kullback-Leibler information is superior in terms of power to the correlation tests.

引用

页码：409 / 424

页数：16

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