Metrika

, Volume 77, Issue 5, pp 585–607 | Cite as

New robust tests for the parameters of the Weibull distribution for complete and censored data

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Abstract

Using the likelihood depth, new consistent and robust tests for the parameters of the Weibull distribution are developed. Uncensored as well as type-I right-censored data are considered. Tests are given for the shape parameter and also the scale parameter of the Weibull distribution, where in each case the situation that the other parameter is known as well the situation that both parameter are unknown is examined. In simulation studies the behavior in finite sample size and in contaminated data is analyzed and the new method is compared to existing ones. Here it is shown that the new tests based on likelihood depth give quite good results compared to standard methods and are robust against contamination. They are also robust in right-censored data in contrast to existing methods like the method of medians.

Keywords

Weibull distribution Censored data Data depth Simplicial depth Testing Robustness against contamination 
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Notes

Acknowledgments

The authors would like to thank the referees for their helpful comments and valuable suggestions.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2013

Authors and Affiliations

  1. 1.Technische Universität DortmundDortmundGermany

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