Accession Number : ADA260442
Title : Transformations of Gaussian Random Fields and a Test for Independence of a Survival time from a Covariate
Descriptive Note : Technical rept.
Corporate Author : FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS
Personal Author(s) : McKeague, Ian W ; Nikabadze, A M ; Sun, Yanqing
Report Date : Nov 1992
Pagination or Media Count : 29
Abstract : It has been almost sixty years since Kolmogorov introduced a. distribution-free omnibus test for the simple null hypothesis that a distribution function coincides with a given distribution function. Doob subsequently observed that Kolmogorov's approach could be simplified by transforming the empirical process to an empirical process based on uniform random variables. Recent use of more sophisticated transformations has led to the construction of asymptotically distribution-free omnibus tests when unknown parameters are present. The purpose of the present paper is to use the transformation approach to construct an asymptotically distribution-free omnibus test for independence of a survival time from a covariate. The test statistic is obtained from a certain test statistic process (indexed by time and covariate), which is shown to converge in distribution to a Brownian sheet. A simulation study is carried out to investigate the finite sample properties of the proposed test and an application to data from the British Medical Research Council's 4th myelomatosis trial is given.... Competing risks, Ordered alternatives, Cumulative incidence function, Distribution-free tests, Right-censored data, Counting processes.
Descriptors : *DISTRIBUTION FUNCTIONS , *STATISTICAL DISTRIBUTIONS , CONSTRUCTION , MEDICAL RESEARCH , PARAMETERS , RANDOM VARIABLES , RISK , STATISTICS , SURVIVABILITY , TEST AND EVALUATION , TIME , TRANSFORMATIONS(MATHEMATICS) , VARIABLES
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE