论文标题
威布尔是否无威布尔?
Weibull or not Weibull?
论文作者
论文摘要
我们提出了具有未知参数的Weibull分布的新型拟合测试。这些测试基于一种替代表征在Stein方法中与密度方法相关的拉普拉斯变换的表示。得出了测试的渐近理论,包括极限分布,连续替代方案下的行为,参数引导程序的有效性以及对大量替代方案的测试一致性。蒙特卡洛模拟研究显示了新程序的竞争力。最后,该过程应用于从材料科学中获取的真实数据示例。
We propose novel goodness-of-fit tests for the Weibull distribution with unknown parameters. These tests are based on an alternative characterizing representation of the Laplace transform related to the density approach in the context of Stein's method. Asymptotic theory of the tests is derived, including the limit null distribution, the behaviour under contiguous alternatives, the validity of the parametric bootstrap procedure, and consistency of the tests against a large class of alternatives. A Monte Carlo simulation study shows the competitiveness of the new procedure. Finally, the procedure is applied to real data examples taken from the materials science.