B1599
Title: New classes of tests for the Weibull distribution using Stein's method in the presence of random right censoring
Authors: Elzanie Bothma - North-West University (South Africa) [presenting]
James Allison - North-West University (South Africa)
Jaco Visagie - North-West University (South Africa)
Abstract: Two new classes of tests are developed for the Weibull distribution based on Steins method. The proposed tests are applied in the full sample case as well as in the presence of random right censoring. The finite sample performance of the new tests is investigated using a comprehensive Monte Carlo study. In both the absence and presence of censoring, it is found that the newly proposed classes of tests outperform competing tests against the majority of the distributions considered. In the cases where censoring is present, various censoring distributions are considered. Some remarks on the asymptotic properties of the proposed tests are included. Another result of independent interest is presented; a test initially proposed for use with full samples is amended to allow for testing for the Weibull distribution in the presence of censoring. The techniques developed are illustrated using two practical examples.
