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Data Dependent Cells Chi-Square Test With Recurrent Events

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  • Akim Adekpedjou
  • WITHANAGE A. De Mel
  • Gideon KD Zamba

Abstract

type="main" xml:id="sjos12150-abs-0001"> We consider a recurrent event wherein the inter-event times are independent and identically distributed with a common absolutely continuous distribution function F. In this article, interest is in the problem of testing the null hypothesis that F belongs to some parametric family where the q-dimensional parameter is unknown. We propose a general Chi-squared test in which cell boundaries are data dependent. An estimator of the parameter obtained by minimizing a quadratic form resulting from a properly scaled vector of differences between Observed and Expected frequencies is used to construct the test. This estimator is known as the minimum chi-square estimator. Large sample properties of the proposed test statistic are established using empirical processes tools. A simulation study is conducted to assess the performance of the test under parameter misspecification, and our procedures are applied to a fleet of Boeing 720 jet planes' air conditioning system failures.

Suggested Citation

  • Akim Adekpedjou & WITHANAGE A. De Mel & Gideon KD Zamba, 2015. "Data Dependent Cells Chi-Square Test With Recurrent Events," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(4), pages 1045-1064, December.
    • Handle: RePEc:bla:scjsta:v:42:y:2015:i:4:p:1045-1064
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    File URL: http://hdl.handle.net/10.1111/sjos.12150
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    1. Pang, Ran & Zhang, Caizhi & Dai, Haifeng & Bai, Yunfeng & Hao, Dong & Chen, Jinrui & Zhang, Bin, 2022. "Intelligent health states recognition of fuel cell by cell voltage consistency under typical operating parameters," Applied Energy, Elsevier, vol. 305(C).

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