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. Author manuscript; available in PMC: 2015 Jan 1.
Published in final edited form as: Ann Appl Stat. 2014;8(2):1182–1208. doi: 10.1214/14-AOAS730

Table 3.

Empirical rejection rates for Experiment 1 and 2. Test of F1 (t) = F2 (t) over the entire time range was performed using a permutation test with 1000 permutations. Results based on 1000 simulations (for test under H0) and 200 simulations (for test under H1), with sample size n = 500 and 40% censoring (under H1).

Nominal Levels
Estimator 0.01 0.05 0.10 0.20 0.01 0.05 0.10 0.20
Experiment 1

Under H0 : F1 (t) = F2 (t) Under H1 : F1 (t) ≠ F2 (t)


EM-PAVA 0.0120 0.0560 0.0950 0.1920 0.9000 0.9800 0.9900 1.0000
Oracle EFFAIPW 0.0090 0.0500 0.0900 0.1820 0.6150 0.7950 0.8650 0.9350
type I NPMLE 0.0130 0.0550 0.1020 0.1970 0.6200 0.7650 0.8450 0.9000
type II NPMLE 0.0060 0.0490 0.1020 0.2020 0.4400 0.5150 0.5550 0.5900
Experiment 2

Under H0 : F1 (t) = F2 (t) Under H1 : F1 (t) ≠ F2 (t)


EM-PAVA 0.0170 0.0551 0.1022 0.2094 0.9950 0.9950 0.9950 1.0000
Oracle EFFAIPW 0.0140 0.0600 0.1100 0.2050 0.9950 0.9950 0.9950 1.0000
type I NPMLE 0.0080 0.0550 0.1120 0.2100 0.9200 0.9400 0.9500 0.9600
type II NPMLE 0.0100 0.0550 0.1120 0.2150 0.7000 0.7300 0.7500 0.7700