Testing overdispersion in data with censoring using the mixture of exponential families

Abstract

This resean h extends the mixture of exponential family developed by Dean (1992) to accommodate oveidispeision in data with censoring. Score statistics testing the (Existence of overdispersion based on the proposed model are obtained Simulations show that the test statistics have suffcient power in detecting the existence of overdispersion when sample size are sufficiently large and the degree of censoring is mild (i. e, 40%) The test statistics are applied to real data sets and are able to detect overdispersion in those data sets.

Keywords:

• Over dispersion
• Exponential jajnily
• Score statistics Censoring