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http://dx.doi.org/10.29220/CSAM.2019.26.6.623

On the comparison of cumulative hazard functions  

Park, Sangun (Department of Applied Statistics, Yonsei University)
Ha, Seung Ah (Department of Applied Statistics, Yonsei University)
Publication Information
Communications for Statistical Applications and Methods / v.26, no.6, 2019 , pp. 623-633 More about this Journal
Abstract
This paper proposes two distance measures between two cumulative hazard functions that can be obtained by comparing their difference and ratio, respectively. Then we estimate the measures and present goodness of t test statistics. Since the proposed test statistics are expressed in terms of the cumulative hazard functions, we can easily give more weights on earlier (or later) departures in cumulative hazards if we like to place an emphasis on earlier (or later) departures. We also show that these test statistics present comparable performances with other well-known test statistics based on the empirical distribution function for an exponential null distribution. The proposed test statistic is an omnibus test which is applicable to other lots of distributions than an exponential distribution.
Keywords
empirical distribution function; exponential distribution; Kullback-Leibler information; Nelson-Aalen estimator; survival function;
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