Detail publikačního výsledku

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

FUSEK, M.

Originální název

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

Anglický název

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

Druh

Článek WoS

Originální abstrakt

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.

Anglický abstrakt

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.

Klíčová slova

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

Klíčová slova v angličtině

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

Autoři

FUSEK, M.

Rok RIV

2024

Vydáno

07.03.2023

Nakladatel

Austrian Statistical Society

ISSN

1026-597X

Periodikum

Austrian Journal of Statistics

Svazek

52

Číslo

1

Stát

Rakouská republika

Strany od

51

Strany do

61

Strany počet

11

URL

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

Plný text v Digitální knihovně

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"
}

Dokumenty

fusek_edited