Portland State University. Department of Mathematics and Statistics
Jong Sung Kim
Term of Graduation
Date of Publication
Mathematics and Statistics
Mathematical optimization, Mathematical statistics
1 online resource (12 pages)
MKSFitter computes minimum Kolmogorov-Smirnov estimators (MKSEs) for several different continuous univariate distributions, using an evolutionary optimization algorithm, and recommends the distribution and parameter estimates that best minimize the Kolmogorov-Smirnov (K-S) test statistic. We modify this tool by extending it to use the Kaplan-Meier estimate of the cumulative distribution function (CDF) for right-censored data. Using simulated data from the most commonly-used survival distributions, we demonstrate the tool's inability to consistently select the correct distribution type with right-censored data, even for large sample sizes and low censoring rates. We also compare this tool's estimates with the right-censored maximum likelihood estimator (MLE). While the two estimation techniques have comparable accuracy at low censoring rates, the MKSE significantly underperforms the MLE at moderate and severe censoring rates.
© 2009 Jerzy Wieczorek
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Wieczorek, Jerzy, "Finite Sample Properties of Minimum Kolmogorov-Smirnov Estimator and Maximum Likelihood Estimator for Right-Censored Data" (2009). Dissertations and Theses. Paper 5897.