Abstract #301979

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JSM 2003 Abstract #301979
Activity Number: 422
Type: Contributed
Date/Time: Wednesday, August 6, 2003 : 2:00 PM to 3:50 PM
Sponsor: IMS
Abstract - #301979
Title: Goodness-of-Fit Tests for Recurrent Event Models
Author(s): Ma Zenia N. Agustin*+ and Edsel A. Pena
Companies: Southern Illinois University and University of South Carolina
Address: Math and Statistics, Edwardsville, IL, 62026-1653,
Keywords: counting process ; directional test ; omnibus test ; score test
Abstract:

In engineering and operations research where studies involving recurrent events such as repairable systems are prevalent, an essential aspect that has to be addressed is the underlying distribution of initial failure times. We will explore a class of goodness-of-fit tests for the distribution of the initial failure times of a repairable system. In particular, we will focus on the family of hazard-based goodness-of-fit tests. An important aspect of this class of tests that will be addressed in this talk is the determination of an appropriate smoothing parameter. The results of a Monte Carlo simulation study as well as an application to a real data set will be presented to illustrate the potential of these tests as powerful omnibus and directional tests.

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