Likelihood approaches to the non‐parametric two‐sample problem for right‐censored data

Abstract

The classical two-sample problem with random right-censoring is considered. We show that non- parametric likelihood techniques can be used to obtain tests for either the identity hypothesis or the non-parametric Behrens-Fisher hypothesis (NBFH). In the case of the identity hypothesis, a special imputed permutation distribution is used to estimate the distribution under the null hypothesis. In the case of the NBFH, simulation from the constrained non-parametric maximum likelihood estimate is used. Simulation shows that the tests using either approximation have excellent control of the type I error rate, even with quite small sample sizes. Further, for Lehmann-type alternatives the likelihood-based methods have similar power to the logrank test, while for the non-Lehmann-type alternatives tried here the likelihood-based methods have superior power.