Abstract

SALINAS, VÍCTOR; PEREZ, PAULINO; GONZALEZ, ELIZABETH  and  VAQUERA, HUMBERTO. Goodness of Fit Tests for the Gumbel Distribution with Type II right Censored data. Rev.Colomb.Estad. [online]. 2012, vol.35, n.3, pp.409-424. ISSN 0120-1751.

In this article goodness of fit tests for the Gumbel distribution with type II right censored data are proposed. One test is based in earlier works using the Kullback Leibler information modified for censored data. The other tests are based on the sample correlation coefficient and survival analysis concepts. The critical values of the tests were obtained by Monte Carlo simulation for different sample sizes and percentages of censored data. The powers of the proposed tests were compared under several alternatives. The simulation results show that the test based on the Kullback-Leibler information is superior in terms of power to the correlation tests.

Keywords : Correlation coefficient; Entropy; Monte Carlo simulation; Power of a test.

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