Publication result detail

Statistical power of goodness-of-fit tests for type I left-censored data

FUSEK, M.

Original Title

Statistical power of goodness-of-fit tests for type I left-censored data

English Title

Statistical power of goodness-of-fit tests for type I left-censored data

Type

WoS Article

Original Abstract

Type I doubly left-censored data often arise in environmental studies. In this paper, the power of the most frequently used goodness-of-fit tests (Kolmogorov-Smirnov, Cramér-von Mises, Anderson-Darling) is studied considering various sample sizes and degrees of censoring. Attention is paid to testing of the composite hypothesis that the data has a specific distribution with unknown parameters, which are estimated using the maximum likelihood method. Performance of the tests is assessed by means of Monte Carlo simulations for several distributions, specifically the Weibull, lognormal and gamma distributions, which are among the most frequently used distributions for modelling of environmental data. Finally, the tests are used for identification of the distribution of musk concentrations if fish tissue.

English abstract

Type I doubly left-censored data often arise in environmental studies. In this paper, the power of the most frequently used goodness-of-fit tests (Kolmogorov-Smirnov, Cramér-von Mises, Anderson-Darling) is studied considering various sample sizes and degrees of censoring. Attention is paid to testing of the composite hypothesis that the data has a specific distribution with unknown parameters, which are estimated using the maximum likelihood method. Performance of the tests is assessed by means of Monte Carlo simulations for several distributions, specifically the Weibull, lognormal and gamma distributions, which are among the most frequently used distributions for modelling of environmental data. Finally, the tests are used for identification of the distribution of musk concentrations if fish tissue.

Keywords

censored data, goodness-of-fit test, empirical power, type I left-censoring

Key words in English

censored data, goodness-of-fit test, empirical power, type I left-censoring

Authors

FUSEK, M.

RIV year

2024

Released

07.03.2023

Publisher

Austrian Statistical Society

ISBN

1026-597X

Periodical

Austrian Journal of Statistics

Volume

52

Number

1

State

Republic of Austria

Pages from

51

Pages to

61

Pages count

11

URL

https://www.ajs.or.at/index.php/ajs/article/view/1348

Full text in the Digital Library

http://hdl.handle.net/11012/213632

BibTex

@article{BUT175089,
  author="Michal {Fusek}",
  title="Statistical power of goodness-of-fit tests for type I left-censored data",
  journal="Austrian Journal of Statistics",
  year="2023",
  volume="52",
  number="1",
  pages="51--61",
  doi="10.17713/ajs.v52i1.1348",
  issn="1026-597X",
  url="https://www.ajs.or.at/index.php/ajs/article/view/1348"
}

Documents

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