On a test for generalized upper truncated Weibull distributions

Servet Martínez and Fernando Quintana

Statistics & Probability Letters, 1991, vol. 12, issue 4, 273-279

Abstract: We study upper truncated Weibull random variables with density given by g[beta],[delta],[tau](t)=[beta][delta]t[delta]-1 exp(-[beta]t[delta])(1- for 0[less-than-or-equals, slant]t[less-than-or-equals, slant][tau] ([tau] is the truncation parameter), [delta]>0 and [beta] [epsilon] . Denoting by , and the maximum likelihood estimators we show that sign()=sign(-Gn), where Gn=(1/n)[Sigma]ni=1(Ti/). It i Gaussian. This result is then used to provide a test for the hypothesis [beta] = 0.

Keywords: Weibull; distribution; upper; truncation; parameter; maximum; likelihood; estimator; spacings (search for similar items in EconPapers)
Date: 1991
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