Statistics – Methodology
Scientific paper
2009-05-05
Statistics
Methodology
To appear in the Communications in Statistics - Theory and Methods, http://www.informaworld.com/smpp/title~content=t713597238
Scientific paper
10.1080/03610920903402613
In this paper we deal with the issue of performing accurate small-sample inference in the Birnbaum-Saunders regression model, which can be useful for modeling lifetime or reliability data. We derive a Bartlett-type correction for the score test and numerically compare the corrected test with the usual score test, the likelihood ratio test and its Bartlett-corrected version. Our simulation results suggest that the corrected test we propose is more reliable than the other tests.
Ferrari Silvia L. P.
Lemonte Artur J.
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