83
tio test using the log-likelihood test statistic: ∆o = L(λι, pλ1, θ) — L(λ, λ, 0), where Λ
is the maximum likelihood estimator of the failure rate in a simple exponential model.
Let Λι = 1.0. The authors use simulations to get the asymptotic distribution of 2Δ0.
Both Weibull and Gamma distribution are tested using simulations. Matthews and
Farewell suggest that this procedure should also be applicable to censored data. How-
ever, only independent censoring is considered.
Henderson (1990)
Henderson (1990) considers the same model as in Matthews and Farewell (1982).
A test of Hq : ρ = 1 against Hγ : ρ ≠ 1 is considered with θ unknown. The Monte
Carlo power and Mean Squared Error estimates are presented by simulations. Hen-
derson shows that the adjusted log-likelihood method can be used when the likelihood
ratio test is not sufficient. The adjusted method gives better power and smaller Mean
Squared Error than unadjusted log-likelihood statistic.
Loader (1991)
Loader (1991) considers the following model:
λ(i) =
Λq , 0 -≤ t < θ..
ʌɪ , t > θ.
δ = Zog(λι∕λ0) is used for inference about θ and the size of the change. Loader
uses the log-likelihood ratio process and the score process considered by Mathews et
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