anpassungstests fuer survivalverteilungen

Auinger, Karl (January 1989) anpassungstests fuer survivalverteilungen. Former Series > Forschungsberichte / Research Memoranda 253


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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: 01 Apr 2016 14:07

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