Revistes Publicacions URV: SORT - Statistics and Operations Research Transactions> 2020

Bartlett and Bartlett-type corrections for censored data from a Weibull distribution

  • Identification data

    Identifier: RP:4900
    Handle: https://hdl.handle.net/20.500.11797/RP4900
    Authors:
    Gallardo, Diego I.Magalhães, Tiago M.
    Abstract:
    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.

  • Others:

    Author, as appears in the article.: Gallardo, Diego I. Magalhães, Tiago M.
    Keywords: Bartlett correction
    Abstract: 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.
    Journal publication year: 2020
    Publication Type: ##rt.metadata.pkp.peerReviewed## info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article