首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Goodness-of-fit testing for Weibull-type behavior
Authors:Yuri Goegebeur  Armelle Guillou
Institution:1. Department of Mathematics and Computer Science, University of Southern Denmark, Campusvej 55, 5230 Odense M, Denmark;2. Institut de Recherche Mathématique Avancée UMR 7501, Université de Strasbourg et CNRS, 7 rue René-Descartes, 67084 Strasbourg cedex, France
Abstract:In the process of analyzing data, testing the fit of a model under consideration is a prerequisite for performing inference about the model parameters. In this paper we examine the goodness-of-fit testing problem for assessing whether a sample is consistent with the Weibull-type model. Inspired by the Jackson and the Lewis test statistics, originally proposed as goodness-of-fit tests for the exponential distribution, we introduce two new statistics for testing Weibull-type behavior, and study their asymptotic properties. Moreover, given that the statistics are ratios of estimators for the Weibull-tail coefficient, we obtain new estimators for the latter, and establish their consistency and asymptotic normality. The small sample behavior of our statistics and estimators is evaluated on the basis of a simulation study.
Keywords:Extreme value statistics  Weibull-type model  Weibull-tail coefficient  Goodness-of-fit
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号