Simplified Likelihood Based Goodness-of-fit Tests for the Weibull Distribution
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Author(s)
Related Research Unit(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 920-951 |
| Journal / Publication | Communications in Statistics Part B: Simulation and Computation |
| Volume | 45 |
| Issue number | 3 |
| Online published | 30 Oct 2015 |
| Publication status | Published - 2016 |
Link(s)
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.
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)
Simplified Likelihood Based Goodness-of-fit Tests for the Weibull Distribution. / Krit, Meryam; Gaudoin, Olivier; Xie, Min et al.
In: Communications in Statistics Part B: Simulation and Computation, Vol. 45, No. 3, 2016, p. 920-951.
In: Communications in Statistics Part B: Simulation and Computation, Vol. 45, No. 3, 2016, p. 920-951.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
