New likelihood based goodness-of-fit tests for the Weibull distribution

M. Krit; O. Gaudoin; M. Xie; E. Remy

New likelihood based goodness-of-fit tests for the Weibull distribution

M. Krit
, O. Gaudoin
, M. Xie
, E. Remy

City University of Hong Kong

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

Abstract

The aim of this paper is to present new likelihood based goodness-of-fit tests for the two-parameter Weibull distribution. These tests consist in nesting the Weibull distribution in three-parameter generalized Weibull families and testing the value of the third parameter by using the Wald, score and likelihood ratio procedures. We simplify the usual likelihood based tests by getting rid of the nuisance parameters, using three estimation methods. The proposed tests are not asymptotic. A comprehensive comparison study is presented. Among a large range of possible GOF tests, the best ones are identified. The results depend strongly on the shape of the underlying hazard rate. © 2014 Taylor & Francis Group, London..

Original language	English
Title of host publication	Safety, Reliability and Risk Analysis: Beyond the Horizon - Proceedings of the European Safety and Reliability Conference, ESREL 2013
Publisher	shers
Pages	1193-1200
Publication status	Published - 2014
Event	European Safety and Reliability Conference, ESREL 2013 - Amsterdam, Netherlands Duration: 29 Sept 2013 → 2 Oct 2013

Conference

Conference	European Safety and Reliability Conference, ESREL 2013
Place	Netherlands
City	Amsterdam
Period	29/09/13 → 2/10/13

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@inproceedings{a7aa0ffa7f4543388d6561064c29905e,

title = "New likelihood based goodness-of-fit tests for the Weibull distribution",

abstract = "The aim of this paper is to present new likelihood based goodness-of-fit tests for the two-parameter Weibull distribution. These tests consist in nesting the Weibull distribution in three-parameter generalized Weibull families and testing the value of the third parameter by using the Wald, score and likelihood ratio procedures. We simplify the usual likelihood based tests by getting rid of the nuisance parameters, using three estimation methods. The proposed tests are not asymptotic. A comprehensive comparison study is presented. Among a large range of possible GOF tests, the best ones are identified. The results depend strongly on the shape of the underlying hazard rate. {\textcopyright} 2014 Taylor \& Francis Group, London..",

author = "M. Krit and O. Gaudoin and M. Xie and E. Remy",

year = "2014",

language = "English",

pages = "1193--1200",

booktitle = "Safety, Reliability and Risk Analysis: Beyond the Horizon - Proceedings of the European Safety and Reliability Conference, ESREL 2013",

publisher = "shers",

note = "European Safety and Reliability Conference, ESREL 2013 ; Conference date: 29-09-2013 Through 02-10-2013",

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New likelihood based goodness-of-fit tests for the Weibull distribution. / Krit, M.; Gaudoin, O.; Xie, M. et al.
Safety, Reliability and Risk Analysis: Beyond the Horizon - Proceedings of the European Safety and Reliability Conference, ESREL 2013. shers, 2014. p. 1193-1200.

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

TY - GEN

T1 - New likelihood based goodness-of-fit tests for the Weibull distribution

AU - Krit, M.

AU - Gaudoin, O.

AU - Xie, M.

AU - Remy, E.

PY - 2014

Y1 - 2014

N2 - The aim of this paper is to present new likelihood based goodness-of-fit tests for the two-parameter Weibull distribution. These tests consist in nesting the Weibull distribution in three-parameter generalized Weibull families and testing the value of the third parameter by using the Wald, score and likelihood ratio procedures. We simplify the usual likelihood based tests by getting rid of the nuisance parameters, using three estimation methods. The proposed tests are not asymptotic. A comprehensive comparison study is presented. Among a large range of possible GOF tests, the best ones are identified. The results depend strongly on the shape of the underlying hazard rate. © 2014 Taylor & Francis Group, London..

AB - The aim of this paper is to present new likelihood based goodness-of-fit tests for the two-parameter Weibull distribution. These tests consist in nesting the Weibull distribution in three-parameter generalized Weibull families and testing the value of the third parameter by using the Wald, score and likelihood ratio procedures. We simplify the usual likelihood based tests by getting rid of the nuisance parameters, using three estimation methods. The proposed tests are not asymptotic. A comprehensive comparison study is presented. Among a large range of possible GOF tests, the best ones are identified. The results depend strongly on the shape of the underlying hazard rate. © 2014 Taylor & Francis Group, London..

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UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-84900007584&origin=recordpage

M3 - RGC 32 - Refereed conference paper (with host publication)

SP - 1193

EP - 1200

BT - Safety, Reliability and Risk Analysis: Beyond the Horizon - Proceedings of the European Safety and Reliability Conference, ESREL 2013

PB - shers

T2 - European Safety and Reliability Conference, ESREL 2013

Y2 - 29 September 2013 through 2 October 2013

ER -

New likelihood based goodness-of-fit tests for the Weibull distribution

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