On a test for generalized upper truncated Weibull distributions
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.
Year of publication: |
1991
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Authors: | MartÃnez, Servet ; Quintana, Fernando |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 12.1991, 4, p. 273-279
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Publisher: |
Elsevier |
Keywords: | Weibull distribution upper truncation parameter maximum likelihood estimator spacings |
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