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Testing the equality among distribution functions from independent and right censored samples via Cram�r--von Mises criterion

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  • Pablo Mart�nez-Camblor

Abstract

The traditional Cram�r--von Mises criterion is used in order to develop a test to compare the equality of the underlying lifetime distributions in the presence of independent censoring times. Its asymptotic distribution is proved and a resampling plan, which is valid for unbalanced data situations, is proposed. Its statistical power is studied and compared with commonly used linear rank tests by Monte Carlo simulations and a real data analysis is also considered. It is observed that the new test is clearly more powerful than the traditional ones when there exists no uniform dominance among involved distributions and in the presence of late differences. Its statistical power is also good in the other considered scenarios.

Suggested Citation

  • Pablo Mart�nez-Camblor, 2011. "Testing the equality among distribution functions from independent and right censored samples via Cram�r--von Mises criterion," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(6), pages 1117-1131, March.
    • Handle: RePEc:taf:japsta:v:38:y:2011:i:6:p:1117-1131
    DOI: 10.1080/02664763.2010.484486
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    References listed on IDEAS

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    1. 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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