Simplified Likelihood Based Goodness-of-fit Tests for the Weibull Distribution

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

7 Scopus Citations
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  • Meryam Krit
  • Olivier Gaudoin
  • Min Xie
  • Emmanuel Remy

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Original languageEnglish
Pages (from-to)920-951
Journal / PublicationCommunications in Statistics Part B: Simulation and Computation
Issue number3
Online published30 Oct 2015
Publication statusPublished - 2016


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.

Research Area(s)

  • Extreme value distribution, Goodness-of-fit tests, Likelihood ratio test, Reliability, Score test, Wald test, Weibull distribution, Primary 62N05, Secondary 62F03

Citation Format(s)