A weighted Cramér-von Mises statistic, with some applications to clinical trials

W. F. Scott

Research output: Contribution to journalArticle

4 Citations (Scopus)

Abstract

A new weighted Cramér-von Mises statistic is proposed, in which the greatest weight is attached to the "early" observations. The proposed statistic is broadly similar to the Anderson-Darling and Rodriguez-Viollaz statistics, and the asymptotic properties are proved using an eigenfunction expansion involving Bessel functions. Practical aspects are discussed, and there is an example involving clinical trials. An advantage of our proposed test is that trials may often be stopped early because rejection of the null hypothesis is certain.

Original languageEnglish
Pages (from-to)3001-3008
Number of pages8
JournalCommunications in Statistics - Theory and Methods
Volume28
Issue number12
Publication statusPublished - 1999

Keywords

  • Anderson-Darling Statistic
  • Goodness-of-Fit Tests
  • Rodriguez-Viollaz Statistic

Fingerprint Dive into the research topics of 'A weighted Cramér-von Mises statistic, with some applications to clinical trials'. Together they form a unique fingerprint.

  • Cite this