English

Weibull or not Weibull?

Statistics Theory 2022-06-15 v1 Statistics Theory

Abstract

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.

Keywords

Cite

@article{arxiv.2206.06643,
  title  = {Weibull or not Weibull?},
  author = {Bruno Ebner and Adrian Fischer and Norbert Henze and Celeste Mayer},
  journal= {arXiv preprint arXiv:2206.06643},
  year   = {2022}
}

Comments

18 pages, 4 tables

R2 v1 2026-06-24T11:50:21.889Z