A numerical comparison of the normal and some saddlepoint approximations to a distribution-free test for stochastic ordering in the competing risks model |
| |
Authors: | Hidetoshi Murakami |
| |
Affiliation: | (1) Engineering Faculty, Environmental Engineering Department, Aksaray University, 68100 Aksaray, Turkey;(2) Engineering Faculty, Civil Engineering Department, Aksaray University, 68100 Aksaray, Turkey |
| |
Abstract: | Calculating the exact critical value of the test statistic is important in nonparametric statistics. However, to evaluate the exact critical value is difficult when the sample sizes are moderate to large. Under these circumstances, to consider more accurate approximation for the distribution function of a test statistic is extremely important. A distribution-free test for stochastic ordering in the competing risks model has been proposed by Bagai et al. (1989). Herein, we performed a saddlepoint approximation in the upper tails for the Bagai statistic under finite sample sizes. We then compared the saddlepoint approximations with the Bagai approximation and investigate the accuracy of the approximations. Additionally, the orders of errors of the saddlepoint approximations were derived. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|