Nonparametric Tests for Independence Between Lifetimes and Covariates from Censored Bivariate Normal Samples

Three run-based and two rank-based nonparametric tests are proposed for testing independence between lifetimes and covariates from censored bivariate normal samples. Simulated powers for the suggested nonparametric tests and the T-test based on the sample correlation coefficient are determined and compared for samples from the standard bivariate normal distribution for various sample sizes, proportions of censoring, and correlation values. To investigate the robustness of these tests to departures from bivariate normality, simulated powers for all six statistics are found when the samples are from a bivariate exponential, bivariate t distribution, and bivariate normal distributions with scale-outliers or location-outliers. Based on these results, some comments are finally made.