A New Method for Goodness-of-Fit Testing Based on Type-II Right Censored Samples

Abstract

We present a simple method for testing goodness-of-fit based on type-II right censored samples. Applying the property of order statistics due to Malmquist, we can transform any conventional type-II right censored sample of size <i xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">r</i> out of <i xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">n</i> from a uniform distribution to a complete sample of size <i xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">r</i> from a uniform distribution. This result is used to develop the proposed goodness-of-fit test procedure. The simulation studies reveal that the proposed approach provides as good or better overall power than the method of Michael & Schucany.