Anpassungstests für Survivalverteilungen
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 cons...| Link(s) zu Dokument(en): | IHS Publikation |
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| Format: | IHS Series NonPeerReviewed |
| Sprache: | Englisch |
| Veröffentlicht: |
institut fuer hoehere studien
1989
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| Zusammenfassung: | 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.; |
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