Size and power properties of some tests in the Birnbaum-Saunders regression model

被引：17
|
作者：
Lemonte, Artur J. [1 ]
Ferrari, Silvia L. P. [1 ]
机构：
[1] Univ Sao Paulo, Dept Estat, BR-05508090 Sao Paulo, Brazil
来源：
COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2011年 / 55卷 / 02期
基金：
巴西圣保罗研究基金会;
关键词：
Birnbaum-Saunders distribution; Fatigue life distribution; Gradient test; Lifetime data; Likelihood ratio test; Local power; Score test; Wald test; INFLUENCE DIAGNOSTICS; INTERVAL ESTIMATION; LIFE DISTRIBUTIONS; LOCAL-POWER; FAMILY; INFERENCE;
D O I：
10.1016/j.csda.2010.09.008
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
The Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this paper we obtain asymptotic expansions, up to order n(-1/2) and under a sequence of Pitman alternatives, for the non-null distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the Birnbaum-Saunders regression model. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the shape parameter. Monte Carlo simulation is presented in order to compare the finite-sample performance of these tests. We also present two empirical applications. (C) 2010 Elsevier B.V. All rights reserved.
引用
收藏
页码：1109 / 1117
页数：9
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