A Saddlepoint Approximation to a Distribution-Free Test for Stochastic Ordering in the Competing Risks Model

Authors

  • Hidetoshi Murakami Chuo University

DOI:

https://doi.org/10.57805/revstat.v7i2.82

Keywords:

saddlepoint approximation, moment generating function, Bagai statistic, distribution-free test

Abstract

The approximation for the distribution function of a test statistic is extremely important in statistics. A distribution-free test for stochastic ordering in the competing risks model has been proposed by Bagai et al. (1989). Herein, we performed a standard saddlepoint approximation in the tails for the Bagai statistic under finite sample sizes. We then compared the saddlepoint approximation with the Bagai approximation to obtain the exact critical value. The table of the critical values was extended by using the saddlepoint approximation. Additionally, the orders of errors of a saddlepoint approximation were derived.

Published

2009-07-17

How to Cite

Murakami , H. (2009). A Saddlepoint Approximation to a Distribution-Free Test for Stochastic Ordering in the Competing Risks Model. REVSTAT-Statistical Journal, 7(2), 189–201. https://doi.org/10.57805/revstat.v7i2.82