New robust tests for the parameters of the Weibull distribution for complete and censored data

Liesa Denecke () and Christine Müller ()

Metrika: International Journal for Theoretical and Applied Statistics, 2014, vol. 77, issue 5, 585-607

Abstract: Using the likelihood depth, new consistent and robust tests for the parameters of the Weibull distribution are developed. Uncensored as well as type-I right-censored data are considered. Tests are given for the shape parameter and also the scale parameter of the Weibull distribution, where in each case the situation that the other parameter is known as well the situation that both parameter are unknown is examined. In simulation studies the behavior in finite sample size and in contaminated data is analyzed and the new method is compared to existing ones. Here it is shown that the new tests based on likelihood depth give quite good results compared to standard methods and are robust against contamination. They are also robust in right-censored data in contrast to existing methods like the method of medians. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Weibull distribution; Censored data; Data depth; Simplicial depth; Testing; Robustness against contamination (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s00184-013-0454-8

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