Inference for the Mann-Whitney Effect for Right-Censored and Tied Data (1605.04729v3)

Abstract: The Mann-Whitney effect is an intuitive measure for discriminating two survival distributions. Here we analyze various inference techniques for this parameter in a two-sample survival setting with independent right-censoring, where the survival times are even allowed to be discretely distributed. This allows for ties in the data and requires the introduction of normalized versions of Kaplan-Meier estimators from which adequate point estimates are deduced. From an asymptotic analysis of the latter, asymptotically exact inference procedures based on standard normal, bootstrap- and permutation-quantiles are developed and compared in simulations. Here, the asymptotically robust and, in case of equal survival and censoring distributions, even finitely exact permutation procedure turned out to be the best. Finally, all procedures are illustrated using a real data set.