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

页码：1805 / 1815

页数：11

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