Sankhya: The Indian Journal of Statistics

1996, Volume 58, Series B, Pt. 2, pp. 170--183
EXACT CONDITIONAL DISTRIBUTION OF THE TWO-SAMPLE KOLMOGOROV-SMIRNOV GOODNESS-OF-FIT TEST STATISTIC UNDER A FINITE CENSORING SCHEME

By

TOMMASO GASTALDI, Università degli Studi di Roma "La Sapienza"

SUMMARY.  A procedure to carry out the Kolmogorov-Smirnov (K-S) test in presence of a general form of censoring, common in life tests, is discussed. The conditional null distribution of the two-sided two-sample K-S statistic, given the observed data and a censoring scheme, is derived. A technique for economizing the sample size for the K-S test is discussed through a simulation study. Examples are included.

AMS (1980) subject classification.  62G30

Key words and phrases. Censoring, order statistics, test of identity, lifelength, life-test, reliability.

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