Size and power properties of some tests in the Birnbaum–Saunders regression model
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 distributio...
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| Veröffentlicht in: | Computational statistics & data analysis 2011-02, Vol.55 (2), p.1109-1117 |
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| container_title | Computational statistics & data analysis |
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| creator | Lemonte, Artur J. Ferrari, Silvia L.P. |
| description | 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. |
| doi_str_mv | 10.1016/j.csda.2010.09.008 |
| format | Article |
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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.</description><identifier>ISSN: 0167-9473</identifier><identifier>EISSN: 1872-7352</identifier><identifier>DOI: 10.1016/j.csda.2010.09.008</identifier><language>eng</language><publisher>Amsterdam: Elsevier B.V</publisher><subject>Asymptotic properties ; Birnbaum-Saunders distribution Fatigue life distribution Gradient test Lifetime data Likelihood ratio test Local power Score test Wald test ; Birnbaum–Saunders distribution ; Computer simulation ; Crack propagation ; Distribution theory ; Exact sciences and technology ; Fatigue failure ; Fatigue life distribution ; General topics ; Gradient test ; Lifetime data ; Likelihood ratio test ; Local power ; Mathematical models ; Mathematics ; Monte Carlo methods ; Multivariate analysis ; Numerical analysis ; Numerical analysis. Scientific computation ; Numerical methods in probability and statistics ; Probability and statistics ; Probability theory and stochastic processes ; Regression ; Sciences and techniques of general use ; Score test ; Statistics ; Wald test</subject><ispartof>Computational statistics & data analysis, 2011-02, Vol.55 (2), p.1109-1117</ispartof><rights>2010 Elsevier B.V.</rights><rights>2015 INIST-CNRS</rights><lds50>peer_reviewed</lds50><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c405t-53b5e9ae514039452b82934423d0d1b5aba4389de7a93b3c140e9ad082e5f3cc3</citedby><cites>FETCH-LOGICAL-c405t-53b5e9ae514039452b82934423d0d1b5aba4389de7a93b3c140e9ad082e5f3cc3</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktohtml>$$Uhttps://dx.doi.org/10.1016/j.csda.2010.09.008$$EHTML$$P50$$Gelsevier$$H</linktohtml><link.rule.ids>314,778,782,3539,3996,27907,27908,45978</link.rule.ids><backlink>$$Uhttp://pascal-francis.inist.fr/vibad/index.php?action=getRecordDetail&idt=23404774$$DView record in Pascal Francis$$Hfree_for_read</backlink><backlink>$$Uhttp://econpapers.repec.org/article/eeecsdana/v_3a55_3ay_3a2011_3ai_3a2_3ap_3a1109-1117.htm$$DView record in RePEc$$Hfree_for_read</backlink></links><search><creatorcontrib>Lemonte, Artur J.</creatorcontrib><creatorcontrib>Ferrari, Silvia L.P.</creatorcontrib><title>Size and power properties of some tests in the Birnbaum–Saunders regression model</title><title>Computational statistics & data analysis</title><description>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.</description><subject>Asymptotic properties</subject><subject>Birnbaum-Saunders distribution Fatigue life distribution Gradient test Lifetime data Likelihood ratio test Local power Score test Wald test</subject><subject>Birnbaum–Saunders distribution</subject><subject>Computer simulation</subject><subject>Crack propagation</subject><subject>Distribution theory</subject><subject>Exact sciences and technology</subject><subject>Fatigue failure</subject><subject>Fatigue life distribution</subject><subject>General topics</subject><subject>Gradient test</subject><subject>Lifetime data</subject><subject>Likelihood ratio test</subject><subject>Local power</subject><subject>Mathematical models</subject><subject>Mathematics</subject><subject>Monte Carlo methods</subject><subject>Multivariate analysis</subject><subject>Numerical analysis</subject><subject>Numerical analysis. Scientific computation</subject><subject>Numerical methods in probability and statistics</subject><subject>Probability and statistics</subject><subject>Probability theory and stochastic processes</subject><subject>Regression</subject><subject>Sciences and techniques of general use</subject><subject>Score test</subject><subject>Statistics</subject><subject>Wald test</subject><issn>0167-9473</issn><issn>1872-7352</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2011</creationdate><recordtype>article</recordtype><sourceid>X2L</sourceid><recordid>eNp9kM1u1DAUhS1EJYbCC7DyBrHK4N86lthAVQrSSCwG1pZj31CPkjjYmaKy4h36hjxJbzRVlyyu75X1naOjQ8gbzrac8Yv3h22o0W8Fww9mt4y1z8iGt0Y0RmrxnGwQMo1VRr4gL2s9MMaEMu2G7PfpD1A_RTrn31DoXPIMZUlQae5pzSPQBepSaZrocgP0UypT54_jv7_3e3-cIpRKC_wsUGvKEx1zhOEVOev9UOH14z4nPz5ffb_80uy-XX-9_LhrgmJ6abTsNFgPmismrdKia4WVSgkZWeSd9p1XsrURjLeykwExxCNrBehehiDPybuTL4b-dcSUbkw1wDD4CfKxulah64XhFklxIkPJtRbo3VzS6Mud48ytBbqDWwt0a4GOWYcFomh3EhWYITwpAGBFJ-9unfRa43OHg0qOK60nzozDOTpxzo27WUa0e_uY1tfgh774KaT6ZCukYsoYhdyHEwdY3W2C4mpIMAWIqUBYXMzpf6kfAKiPoOg</recordid><startdate>20110201</startdate><enddate>20110201</enddate><creator>Lemonte, Artur J.</creator><creator>Ferrari, Silvia L.P.</creator><general>Elsevier B.V</general><general>Elsevier</general><scope>IQODW</scope><scope>DKI</scope><scope>X2L</scope><scope>AAYXX</scope><scope>CITATION</scope><scope>7SC</scope><scope>8FD</scope><scope>JQ2</scope><scope>L7M</scope><scope>L~C</scope><scope>L~D</scope></search><sort><creationdate>20110201</creationdate><title>Size and power properties of some tests in the Birnbaum–Saunders regression model</title><author>Lemonte, Artur J. ; Ferrari, Silvia L.P.</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c405t-53b5e9ae514039452b82934423d0d1b5aba4389de7a93b3c140e9ad082e5f3cc3</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2011</creationdate><topic>Asymptotic properties</topic><topic>Birnbaum-Saunders distribution Fatigue life distribution Gradient test Lifetime data Likelihood ratio test Local power Score test Wald test</topic><topic>Birnbaum–Saunders distribution</topic><topic>Computer simulation</topic><topic>Crack propagation</topic><topic>Distribution theory</topic><topic>Exact sciences and technology</topic><topic>Fatigue failure</topic><topic>Fatigue life distribution</topic><topic>General topics</topic><topic>Gradient test</topic><topic>Lifetime data</topic><topic>Likelihood ratio test</topic><topic>Local power</topic><topic>Mathematical models</topic><topic>Mathematics</topic><topic>Monte Carlo methods</topic><topic>Multivariate analysis</topic><topic>Numerical analysis</topic><topic>Numerical analysis. Scientific computation</topic><topic>Numerical methods in probability and statistics</topic><topic>Probability and statistics</topic><topic>Probability theory and stochastic processes</topic><topic>Regression</topic><topic>Sciences and techniques of general use</topic><topic>Score test</topic><topic>Statistics</topic><topic>Wald test</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Lemonte, Artur J.</creatorcontrib><creatorcontrib>Ferrari, Silvia L.P.</creatorcontrib><collection>Pascal-Francis</collection><collection>RePEc IDEAS</collection><collection>RePEc</collection><collection>CrossRef</collection><collection>Computer and Information Systems Abstracts</collection><collection>Technology Research Database</collection><collection>ProQuest Computer Science Collection</collection><collection>Advanced Technologies Database with Aerospace</collection><collection>Computer and Information Systems Abstracts Academic</collection><collection>Computer and Information Systems Abstracts Professional</collection><jtitle>Computational statistics & data analysis</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Lemonte, Artur J.</au><au>Ferrari, Silvia L.P.</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Size and power properties of some tests in the Birnbaum–Saunders regression model</atitle><jtitle>Computational statistics & data analysis</jtitle><date>2011-02-01</date><risdate>2011</risdate><volume>55</volume><issue>2</issue><spage>1109</spage><epage>1117</epage><pages>1109-1117</pages><issn>0167-9473</issn><eissn>1872-7352</eissn><abstract>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.</abstract><cop>Amsterdam</cop><pub>Elsevier B.V</pub><doi>10.1016/j.csda.2010.09.008</doi><tpages>9</tpages><oa>free_for_read</oa></addata></record> |
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| ispartof | Computational statistics & data analysis, 2011-02, Vol.55 (2), p.1109-1117 |
| issn | 0167-9473 1872-7352 |
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| source | RePEc; Elsevier ScienceDirect Journals |
| subjects | Asymptotic properties Birnbaum-Saunders distribution Fatigue life distribution Gradient test Lifetime data Likelihood ratio test Local power Score test Wald test Birnbaum–Saunders distribution Computer simulation Crack propagation Distribution theory Exact sciences and technology Fatigue failure Fatigue life distribution General topics Gradient test Lifetime data Likelihood ratio test Local power Mathematical models Mathematics Monte Carlo methods Multivariate analysis Numerical analysis Numerical analysis. Scientific computation Numerical methods in probability and statistics Probability and statistics Probability theory and stochastic processes Regression Sciences and techniques of general use Score test Statistics Wald test |
| title | Size and power properties of some tests in the Birnbaum–Saunders regression model |
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