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Tests for homogeneity of extreme value scale parameters
Authors:Jerald F Lawless  Nancy R Mann
Institution:1. University of Waterloo , Waterloo, Ontario, Canada;2. Rockwell International Science Center , 91380, California
Abstract:It is often assumed in situations in which life data from Weibull or extreme-value distributions are involved that data in different samples come from extreme-value distributions with the same scale parameter (equivalently, Weibull distributions with the same shape parameter). This paper proposes a number of tests for homogeneity for extreme-value scale parameters, based on a number of commonly used estimators for these scale parameters. Previous theoretical work and some simulation results provided here indicate that the null distributions of the test statistics proposed are well approximated by the x2 distribution under a wide range of conditions
Keywords:Bartleii's test for extreme-value scale parameters  Weibull shape parameters  homogeneity of  Marginal likelihood ratio test
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