来自威布尔分布的删减数据的Bartlett和Bartlett型校正

IF 0.7 4区 数学 Q4 OPERATIONS RESEARCH & MANAGEMENT SCIENCE
Tiago M. Magalhães, D. Gallardo
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引用次数: 5

摘要

本文从威布尔分布中得到了似然比统计量的Bartlett因子和删减数据的分数和梯度检验的Bartlett型校正因子。导出的表达式很简单,我们只需要定义几个矩阵。我们进行了广泛的蒙特卡罗研究,以评估小样本量修正后的测试的性能,并展示了它们如何改进原始版本。最后,我们将结果应用于具有小样本量的真实数据集,说明如果不对上述三个经典统计量进行修正,关于回归量的结论可能会不同。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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 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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来源期刊
Sort-Statistics and Operations Research Transactions
Sort-Statistics and Operations Research Transactions 管理科学-统计学与概率论
CiteScore
3.10
自引率
0.00%
发文量
0
审稿时长
>12 weeks
期刊介绍: SORT (Statistics and Operations Research Transactions) —formerly Qüestiió— is an international journal launched in 2003. It is published twice-yearly, in English, by the Statistical Institute of Catalonia (Idescat). The journal is co-edited by the Universitat Politècnica de Catalunya, Universitat de Barcelona, Universitat Autonòma de Barcelona, Universitat de Girona, Universitat Pompeu Fabra i Universitat de Lleida, with the co-operation of the Spanish Section of the International Biometric Society and the Catalan Statistical Society. SORT promotes the publication of original articles of a methodological or applied nature or motivated by an applied problem in statistics, operations research, official statistics or biometrics as well as book reviews. We encourage authors to include an example of a real data set in their manuscripts.
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