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Applied Mathematics Commons

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Air Force Institute of Technology

1999

Goodness of fit tests

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Estimation And Goodness-Of-Fit In The Case Of Randomly Censored Lifetime Data, David M. Reineke Jun 1999

Estimation And Goodness-Of-Fit In The Case Of Randomly Censored Lifetime Data, David M. Reineke

Theses and Dissertations

A new continuous distribution function estimator for randomly censored data is developed, discussed, and compared to existing estimators. Minimum distance estimation is shown to be effective in estimating Weibull location parameters when random censoring is present. A method of estimating all 3 parameters of the 3-parameter Weibull distribution using a combination of minimum distance and maximum likelihood is also given. Cramer-von Mises and Anderson-Darling goodness-of-fit test statistics are modified to measure the discrepancy between the maximum likelihood estimate and the Kaplan-Meier product-limit estimate of the distribution function of the random variable of interest. These modified test statistics are used to …