Testing hypotheses in truncated samples by means of divergence statistics



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Pardo Llorente, María del Carmen and Vicente Hernanz, María Lina and Esteban Lefler, María Dolores and Pardo Llorente, Julio Ángel (1997) Testing hypotheses in truncated samples by means of divergence statistics. Communications in Statistics - Simulation and Computation, 26 (2). pp. 707-732. ISSN 0361-0918

Official URL: http://www.tandfonline.com/doi/abs/10.1080/03610919708813406?journalCode=lssp20


In this paper we consider the problem of testing hypotheses in parametric models, when only the first r (of n) ordered observations are known.Using divergence measures, a procedure to test statistical hypotheses is proposed, Replacing the parameters by suitable estimators in the expresion of the divergence measure, the test statistics are obtained.Asymptotic distributions for these statistics are given in several cases when maximum likelihood estimators for truncated samples are considered.Applications of these results in testing statistical hypotheses, on the basis of truncated data, are presented.The small sample behavior of the proposed test statistics is analyzed in particular cases.A comparative study of power values is carried out by computer simulation.

Item Type:Article
Uncontrolled Keywords:Divergence measure; Asymptotic distribution; Censored observations; Testing statistical hypotheses; Power function; Computer simulation
Subjects:Sciences > Mathematics > Mathematical statistics
ID Code:17977
Deposited On:25 Jan 2013 09:53
Last Modified:25 Jan 2013 09:53

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