A DISCRIMINATION TEST FOR TAILS OF WEIBULL-TYPE DISTRIBUTIONS

被引：7
|
作者：
Rodionov, I., V [1 ,2 ]
机构：
[1] Moscow MV Lomonosov State Univ, Fac Math & Mech, Moscow, Russia
[2] Moscow Inst Phys & Technol, Fac Innovat & High Technol, Moskovskaya Oblast 14170, Russia
来源：
THEORY OF PROBABILITY AND ITS APPLICATIONS | 2018年 / 63卷 / 02期
关键词：
discrimination test; order statistics; tail distributions; Weibull-type distributions; COEFFICIENT; INFERENCE;
D O I：
10.1137/S0040585X97T989076
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We propose a consistent test for discrimination between a simple hypothesis and a left-sided alternative about the tails of Weibull-type distributions. The test is constructed using just k higher-order statistics of the sample.
引用
收藏
页码：327 / 335
页数：9
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