TESTING THE ASSUMPTION OF INDEPENDENCE OF TRUNCATION TIME AND FAILURE TIME
TESTING THE ASSUMPTION OF INDEPENDENCE OF TRUNCATION TIME AND FAILURE TIME
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DOI：
10.2307/2336059
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发表时间：
1990-03-01
期刊：
影响因子：
2.7
通讯作者：
TSAI, WY
中科院分区：
文献类型：
--
作者：
TSAI, WY
对于接受随机审查的数据，众所周知，审查时间和故障时间之间的独立性假设无法通过非参数检验。然而，对于随机截断的数据，可以测试截断时间和故障时间的独立性。提出了一种统计推广 Kendall's tau 来检验独立性假设，并导出了原假设下的渐近性质。还针对小数据集导出了条件排列测试。还简要讨论了允许右审查的泛化和截断线性回归的应用。
For data subject to random censorship, it is well known that the assumption of independence between censoring time and failure time cannot be tested nonparametrically. For data subject to random truncation, however, it is possible to test independence of truncation time and failure time. A statistic generalizing Kendall''s tau is proposed for testing the independence assumption, and asymptotic properties under the null hypothesis are derived. A conditional permutation test is also derived for small data sets. Generalization to allow right-censoring and an application to truncated linear regression are also briefly discussed.