Bartlett and Bartlett-type corrections for censored data from a Weibull distribution
In this paper, we obtain the Bartlett factor for the likelihood ratio statistic and the Bartlett-type correction factor for the score and gradient test in censored data from a Weibull distribution. The expressions derived are simple, we only have to define a few matrices. We conduct an extensive Mon...
| Autores: | , |
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| Formato: | artículo |
| Fecha de publicación: | 2020 |
| País: | España |
| Recursos: | Universitat Autònoma de Barcelona |
| Repositorio: | Dipòsit Digital de Documents de la UAB |
| Idioma: | inglés |
| OAI Identifier: | oai:ddd.uab.cat:225689 |
| Acesso em linha: | https://ddd.uab.cat/record/225689 https://dx.doi.org/urn:doi:10.2436/20.8080.02.97 |
| Access Level: | acceso abierto |
| Palavra-chave: | Bartlett correction Censored data Weibull distribution Chi-squared distribution Maximum likelihood estimates Type i and ii censoring |
| Resumo: | In this paper, we obtain the Bartlett factor for the likelihood ratio statistic and the Bartlett-type correction factor for the score and gradient test in censored data from a Weibull distribution. The expressions derived are simple, we only have to define a few matrices. We conduct an extensive Monte Carlo study to evaluate the performance of the corrected tests in small sample sizes and we show how they improve the original versions. Finally, we apply the results to a real data set with a small sample size illustrating that conclusions about the regressors could be different if corrections were not applied to the three mentioned classical statistics for the hypothesis test. |
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