TY - JOUR
T1 - Simplified Likelihood Based Goodness-of-fit Tests for the Weibull Distribution
AU - Krit, Meryam
AU - Gaudoin, Olivier
AU - Xie, Min
AU - Remy, Emmanuel
PY - 2016
Y1 - 2016
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.
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.
KW - Extreme value distribution
KW - Goodness-of-fit tests
KW - Likelihood ratio test
KW - Reliability
KW - Score test
KW - Wald test
KW - Weibull distribution
KW - Primary 62N05
KW - Secondary 62F03
UR - http://www.scopus.com/inward/record.url?scp=84945414233&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-84945414233&origin=recordpage
U2 - 10.1080/03610918.2013.879889
DO - 10.1080/03610918.2013.879889
M3 - RGC 21 - Publication in refereed journal
SN - 0361-0918
VL - 45
SP - 920
EP - 951
JO - Communications in Statistics Part B: Simulation and Computation
JF - Communications in Statistics Part B: Simulation and Computation
IS - 3
ER -