The limit test statistic distribution of the maximum value test for right-censored data. (English) Zbl 07184810
Summary: In this paper, the maximum value test is proposed and considered for two-sample problem solving with lifetime data. This test is a distribution-free test under non-censoring and is a not distribution-free test under censoring. The formula of the limit distribution of the proposed maximal value test is represented in the general case. The distribution of the test statistic has been studied experimentally. Also, we propose the estimate of a p-value calculation of the maximum value test instead of the Monte-Carlo simulation. This test is useful and applicable in case of choosing among the logrank test, the Cox-Mantel test, the \(Q\) test and Generalized Wilcoxon tests, for instance, the Gehan’s Generalized Wilcoxon test and the Peto and Peto’s Generalized Wilcoxon test.
MSC:
| 62-XX | Statistics |
Keywords:
two-sample problem; Monte-Carlo method; right-censored data; lifetime data; logrank test; Wilcoxon test; maximum value test; \(p\)-value calculation; test statistic distributionReferences:
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