© 1982 by Biometrika Trust
MISCELLANEA |
Estimation of the ratio of scale parameters in the two sample problem with arbitrary right censorship
Department of Mathematics and Statistics, University of South Carolina Columbia, South Carolina, U.S.A.
Department of Statistics, George Washington University Washington, D.C., U.S.A.
A two-sample version of the Cramér-von Mises statistic for right censored observations is used to obtain a strongly consistent estimator of the ratio of scale parameters of two distributions. This estimator can be easily obtained in a closed form. Under various survival models, simulation studies are performed to show the advantages of the proposed estimator.
Key Words: Consistency Cramer-von Mises distance Hodges & Lehmann estimator Kaplan-Meier estimator Right censorship Scale parameter