Auinger, Karl (January 1989) Anpassungstests für Survivalverteilungen. Former Series > Forschungsberichte / Research Memoranda 253
fo253.pdf
Download (1MB) | Preview
Abstract
In this paper we propose a general method for the construction of goodness of fit tests for lifetime distributions. the method is the following: first find an identity which holds for the survival function or the cumulative hazard functionof the null distribution. then replace the function by a consistent estimate. the resulting statistic is asymptotically normal. estimating its asymptotic variance then gives a teststatistic which is under ho asymptotically chi2. the method can be used for randomly right censored and single type i censored data. we apply this method to the following distributions: weibull, log-logistic, log-normal, rayleigh, gompertz, pareto.;
Item Type: | IHS Series |
---|---|
Date Deposited: | 26 Sep 2014 10:34 |
Last Modified: | 19 Sep 2024 08:43 |
URI: | https://irihs.ihs.ac.at/id/eprint/253 |