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Testing relative risk under random censoring

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  • Kirmani, Syed N. U. A.
  • Dauxois, Jean-Yves

Abstract

We consider the problem of testing H0 : F1=F2 on the basis of two independent random samples of randomly right censored survival times. Tests for H0 are developed when the alternatives of primary interest are of the type is increasing (decreasing) or H* : F1/F2 is increasing (decreasing). Asymptotic normality of the test statistic is proved by counting process techniques and the testing procedures are illustrated through application to a well-known data set in the survival analysis literature.

Suggested Citation

  • Kirmani, Syed N. U. A. & Dauxois, Jean-Yves, 2003. "Testing relative risk under random censoring," Statistics & Probability Letters, Elsevier, vol. 62(1), pages 1-7, March.
    • Handle: RePEc:eee:stapro:v:62:y:2003:i:1:p:1-7
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    References listed on IDEAS

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    1. Masaaki Kijima & Masamitsu Ohnishi, 1999. "Stochastic orders and their applications in financial optimization," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 50(2), pages 351-372, October.
    2. Eeckhoudt, Louis & Gollier, Christian, 1995. "Demand for Risky Assets and the Monotone Probability Ratio Order," Journal of Risk and Uncertainty, Springer, vol. 11(2), pages 113-122, September.
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    Cited by:

    1. Jean‐Yves Dauxois & Sophie Sencey, 2009. "Non‐parametric Tests for Recurrent Events under Competing Risks," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(4), pages 649-670, December.
    2. Alvarez-Andrade, S. & Balakrishnan, N. & Bordes, L., 2007. "Homogeneity tests based on several progressively Type-II censored samples," Journal of Multivariate Analysis, Elsevier, vol. 98(6), pages 1195-1213, July.

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