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Biometrika 2001 88(3):677-686; doi:10.1093/biomet/88.3.677
© 2001 by Biometrika Trust
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A nonparametric two-sample test of the failure function with interval censoring case 2

Ying Zhang1, Wei Liu1 and Yihui Zhan2

1 Department of Statistics, University of Central Florida, P.O.Box 162370, Orlando, Florida 32816, U.S.Azhang{at}mail.ucf.edu wliu{at}mail.ucf.edu 2 MathSoft, Inc., 1700 Westlake Avenue No., Suite 500, Seattle, Washington 98109, U.S.A. yzhan{at}statsci.com

For the setting of interval censoring case 2, a nonparametric two-sample test, based on a smooth functional of the nonparametric maximum pseudolikelihood estimator, is developed to compare the failure functions of two populations.Monte Carlo simulation studies on Weibull distributions show that this test performs quite well in many situations in comparison with the parametric likelihood ratio test. A real dataset from an study is used to illustrate the new test.

Key Words: Asymptotic normality; Failure function; Interval censoring; Likelihood ratio test; Monte Carlo; Nonparametric maximum pseudolikelihood estimator

Received April 2000. Revised November 2000


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