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A Score Test for the Multivariate Burr and Other Weibull Mixture Distributions
Author(s) -
Crowder Martin,
Kimber Alan
Publication year - 1997
Publication title -
scandinavian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.359
H-Index - 65
eISSN - 1467-9469
pISSN - 0303-6898
DOI - 10.1111/1467-9469.00073
Subject(s) - weibull distribution , censoring (clinical trials) , mathematics , statistics , null distribution , test statistic , random variate , multivariate statistics , statistic , context (archaeology) , econometrics , statistical hypothesis testing , random variable , paleontology , biology
The p ‐variate Burr distribution has been derived, developed, discussed and deployed by various authors. In this paper a score statistic for testing independence of the components, equivalent to testing for p independent Weibull against a p ‐variate Burr alternative, is obtained. Its null and non‐null properties are investigated with and without nuisance parameters and including the possibility of censoring. Two applications to real data are described. The test is also discussed in the context of other Weibull mixture models.