Maximum log-likelihood ratio test for a change in three parameter Weibull distribution

被引：7
|
作者：
Jaruskova, Daniela [1 ]
机构：
[1] Czech Tech Univ, CR-16635 Prague, Czech Republic
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2007年 / 137卷 / 06期
关键词：
log-likelihood ratio test statistic; asymptotic distribution; strong law of iterated logarithm; Gumbel distribution;
D O I：
10.1016/j.jspi.2006.03.013
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Asymptotic behavior of a log-likelihood ratio statistic for testing a change in a three parameter Weibull distribution is studied. It is shown that if a shape parameter a > 2 the law of iterated logarithm for maximum-likelihood estimators is still valid and the log-likelihood testing statistic is asymptotically distributed (after an appropriate normalization) according to a Gumbel distribution. (c) 2006 Elsevier B.V. All rights reserved.
引用
收藏
页码：1805 / 1815
页数：11
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