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Exact goodness-of-fit tests for censored dats

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  • Grané, Aurea

Abstract

The statistic introduced in Fortiana and Grané (2003) is modified so that it can be used to test the goodness-of-fit of a censored sample, when the distribution function is fully specified. Exact and asymptotic distributions of three modified versions of this statistic are obtained and exact critical values are given for different sample sizes. Empirical power studies show the good performance of these statistics in detecting symmetrical alternatives.

Suggested Citation

  • Grané, Aurea, 2009. "Exact goodness-of-fit tests for censored dats," DES - Working Papers. Statistics and Econometrics. WS ws093010, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:wsrepe:ws093010
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    References listed on IDEAS

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    1. T. Ramallingam, 1989. "Symbolic computing the exact distributions of L-statistics from a uniform distribution," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 41(4), pages 677-681, December.
    2. J. Fortiana & A. Grané, 2003. "Goodness‐of‐fit tests based on maximum correlations and their orthogonal decompositions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 115-126, February.
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    Keywords

    Goodness-of-fit;

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