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arXiv · 1312.3078

Data Transformations and Goodness-of-Fit Tests for Type-II Right Censored Samples

Christian Goldmann·Bernhard Klar·Simos G. Meintanis
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Abstract

We suggest several goodness-of-fit methods which are appropriate with Type-II right censored data. Our strategy is to transform the original observations from a censored sample into an approximately i.i.d. sample of normal variates and then perform a standard goodness-of-fit test for normality on the transformed observations. A simulation study with several well known parametric distributions under testing reveals the sampling properties of the methods. We also provide theoretical analysis of the proposed method.

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Christian Goldmann, Bernhard Klar, Simos G. Meintanis. 2013-12-11. Data Transformations and Goodness-of-Fit Tests for Type-II Right Censored Samples. https://arxiv.org/abs/1312.3078

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