A nonparametric test for the interval-censored failure time data is proposed in determining whether p lifetime populations come from the same distribution. For the comparison problem based on interval-censored failure time data, Sun proposed some nonparametric test procedures in recent year. In this paper, we present simulation procedures to verify the test proposed by Sun. The simulation results indicate that the proposed test is not approximately Chisquare distribution with degrees of freedom p-1 but Chisquare distribution with degrees of freedom p-1 times a constant.

In Part 1 of this paper, we adapt Turnbull¡¦s algorithm to estimate the distribution function of univariate interval-censored and truncated failure time data. We also propose four non-parametric tests to test whether two groups of the data come from the same distribution. The powers of proposed test statistics are compared by simulation under different distributions. The proposed tests are then used to analyze an AIDS study. In Part 2, for bivariate interval-censored data, we propose some models of how to generate the data and several methods to measure the correlation between the two variates. We also propose several nonparametric tests to determine whether the two variates are mutually independent or whether they have the same distribution. We demonstrate the performance of these tests by simulation and give an application to AIDS study¡]ACTG 181¡^.

For interval-censored and truncated failure time data, the truncation ratio is unknown. In this paper, we propose an algorithm, similar to Turnbull's, to estimate the parameters. The truncation ratio for the interval-censored and truncated failure time data can also be estimated by the convergence result of the algorithm. A simulation study is proposed to compare with Turnbull (1976). Our algorithm seems to have better result.