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Goodness-of-fit tests via \(\varphi\)-measures of divergence for censored data. (English) Zbl 1453.62474

Summary: Measures of divergence or discrepancy are used extensively in statistics in various fields. In this article, we are focusing on divergence measures that are based on a class of measures known as Csiszar’s divergence measures. In particular, we propose a class of goodness-of-fit tests based on Csiszar’s class of measures designed for censored survival or reliability data. Further, we derive the asymptotic distribution of the test statistic under simple and composite null hypotheses as well as under contiguous alternative hypotheses. Simulations are furnished and real data are analysed to show the performance of the proposed tests for different \(\varphi\)-divergence measures.

MSC:

62G10 Nonparametric hypothesis testing
62B10 Statistical aspects of information-theoretic topics
62N03 Testing in survival analysis and censored data
62E20 Asymptotic distribution theory in statistics
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