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College of Arts & Sciences
Department of Statistics

Hammou El Barmi Colloquium

Thursday, April 7, 2016 - 2:45pm

Statistics Department Colloquium

Where: LeConte College, Room 210

Speaker: Hammou El Barmi

Affiliation: Baruch College, City University of New York, Department of Statistics

Title:  Testing for uniform stochastic orderings via empirical likelihood under right censoring

Abstract: Empirical likelihood based tests for the presence of uniform stochastic ordering (or hazard rate ordering) among two univariate distributions functions are developed when the data are right censored in the one- and two-sample cases. The proposed test statistics are formed by taking the supremum of some functional of localized empirical likelihood  test statistics.   The null asymptotic distributions of these test statistics are distribution-free and have simple representations in terms of a standard Brownian motion. Simulations show that the tests we propose outperform in terms of power the one sided log-rank test at practically all of the distributions that we consider. The stochastic ordering case will be shown to be a special case of our procedure.  We illustrate our theoretical results using a real life example.