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On a goodness-of-fit test for normality with unknown parameters and type-II censored data

机译:在拟合优度检验中使用未知参数和II型审查数据进行正态性

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摘要

We propose a new goodness-of-fit test for normal and lognormal distributions with unknown parameters and type-II censored data. This test is a generalization of Michael's test for censored samples, which is based on the empirical distribution and a variance stabilizing transformation. We estimate the parameters of the model by using maximum likelihood and Gupta's methods. The quantiles of the distribution of the test statistic under the null hypothesis are obtained through Monte Carlo simulations. The power of the proposed test is estimated and compared to that of the Kolmogorov-Smirnov test also using simulations. The new test is more powerful than the Kolmogorov-Smirnov test in most of the studied cases. Acceptance regions for the PP, QQ and Michael's stabilized probability plots are derived, making it possible to visualize which data contribute to the decision of rejecting the null hypothesis. Finally, an illustrative example is presented.
机译:我们提出了一种新的拟合优度检验,用于未知参数和II型删失数据的正态和对数正态分布。此检验是针对经验样本的迈克尔检验的概括,该检验基于经验分布和方差稳定化变换。我们通过使用最大似然法和古普塔方法来估计模型的参数。通过蒙特卡洛模拟获得零假设下检验统计量分布的分位数。估计拟议测试的功效,并使用模拟将其与Kolmogorov-Smirnov检验的功效进行比较。在大多数研究案例中,新测​​试比Kolmogorov-Smirnov测试更强大。得出PP,QQ和Michael稳定概率图的接受区域,从而可以可视化哪些数据有助于拒绝否定假设的决策。最后,给出了说明性示例。

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