Discriminating between Generalized Exponential, Geometric Extreme Exponential and Weibull Distributions

摘要：

Generalized exponential, geometric extreme exponential and Weibull distributions are three nonnegative skewed distributions that are suitable for analyzing lifetime data. We present diagnostic tools based on the likelihood ratio test (LRT) and the minimum Kolmogorov distance (KD) method to discriminate between these models. Probability of correct selection (PCS) has been calculated for each model and for several combinations of shape parameters and sample sizes using Monte Carlo simulation.

关键词： generalized exponential distribution geometric extreme expo-nential distribution weibull distribution kolmogorov distance likelihood ratio probability of correct selection

作者: Reza Pakyari

作者单位: Department of Mathematics, Arak University, Arak, Iran, 38156

会议类型: 国际会议

会议名称: The 3rd International Institute of Statistics & Management Engineering Symposium(2010 国际统计与管理工程研讨会 IISMES)

会议地点: 威海

会议语种:英文

页码: 484-486

在线出版日期: 2010-07-24（万方平台首次上网日期，不代表论文的发表时间）