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Communication Dans Un Congrès Année : 2013

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

Olivier Gaudoin
Emmanuel Remy
  • Fonction : Auteur
EDF
Min Xie
  • Fonction : Auteur

Résumé

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.
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Dates et versions

hal-00854539 , version 1 (27-08-2013)

Identifiants

  • HAL Id : hal-00854539 , version 1

Citer

Meryam Krit, Olivier Gaudoin, Emmanuel Remy, Min Xie. New likelihood based goodness-of-fit tests for the Weibull distribution. ESREL 2013 - 24th European Safety and Reliability International Conference, Sep 2013, Amsterdam, Netherlands. ⟨hal-00854539⟩
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