Goodness-of-fit Testing for Left-truncated Two-parameter Weibull Distributions with Known Truncation Point

  • Ayse KIZILERSU School of Chemistry and Physics University of Adelaide CSSM, Department of Physics 5005, Adelaide-AUSTRALIA
  • Markus Kreer CAMPUSERVICE GmbH Servicegesellschaft der Johann Wolfgang Goethe-Universitat Frankfurt, 60323, Frankfurt am Main, Germany
  • Anthony W. Thomas School of Chemistry and Physics Department of Physics University of Adelaide 5005, Adelaide, Australia

Abstract

The left-truncated Weibull distribution is used in life-time analysis, it has many applications ranging from financial market analysis and insurance claims to the earthquake inter-arrival times.
We present a comprehensive analysis of the left-truncated Weibull distribution when the shape, scale or both parameters are unknown and they are determined from the data using the maximum likelihood estimator. We demonstrate that if both the Weibull parameters are unknown then there are sets of sample configurations, with measure greater than zero, for which the maximum likelihood equations do not possess non trivial solutions.
The modified critical values of the goodness-of-fit test from the Kolmogorov-Smirnov test statistic when the parameters are unknown are obtained from a quantile analysis. We find that the critical values depend on sample size and truncation level, but  not on the actual Weibull parameters.  Confirming this behavior, we present a complementary analysis using the Brownian bridge approach as an asymptotic limit of the Kolmogorov-Smirnov statistics and find that both approaches are in good agreement. A power testing is performed for our Kolmogorov-Smirnov goodness-of-fit test and  the issues related to the left-truncated data are discussed. We conclude the paper by showing the importance of left-truncated Weibull
distribution hypothesis testing on  the duration times of failed marriages in the US, worldwide terrorist attacks, waiting times between stock market orders, and time intervals of radioactive decay.

Author Biographies

Ayse KIZILERSU, School of Chemistry and Physics University of Adelaide CSSM, Department of Physics 5005, Adelaide-AUSTRALIA
Ayse Kizilersu, M.Sc. in Mathematical Physics and  Ph.D in Theoretical Physics
Markus Kreer, CAMPUSERVICE GmbH Servicegesellschaft der Johann Wolfgang Goethe-Universitat Frankfurt, 60323, Frankfurt am Main, Germany
Markus Kreer, M.Sc. in Physics and   Ph.D in Mathematics.
Anthony W. Thomas, School of Chemistry and Physics Department of Physics University of Adelaide 5005, Adelaide, Australia
Anthony W. Thomas Ph.D., D.Sc., FAA, FAIP, CSci, F Inst PARC Australian Laureate Fellow & Elder Professor of PhysicsDirector Adelaide Node: ARC Centre of Excellence in Particle Physics at the Terascale(CoEPP)Director of the ARC Special Research Centre for the Subatomic Structure of Matter (CSSM)School of Chemistry and Physics, University of Adelaide, Adelaide SA 5005 AUSTRALIA

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Published
2016-06-27
How to Cite
KIZILERSU, A., Kreer, M., & Thomas, A. W. (2016). Goodness-of-fit Testing for Left-truncated Two-parameter Weibull Distributions with Known Truncation Point. Austrian Journal of Statistics, 45(3), 15-42. https://doi.org/10.17713/ajs.v45i3.106
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Articles