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
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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