Discriminating between Weibull and generalized exponential distributions

  • Authors:
  • Rameshwar D. Gupta;Debasis Kundu

  • Affiliations:
  • Department of Applied Statistics and Computer Science, The University of New Brunswick, Saint John, Canada E2L 4L5;Department of Mathematics, Indian Institute of Technology Kanpur, Kanpur 208016, India

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2003

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Abstract

Recently the two-parameter generalized exponential (GE) distribution was introduced by the authors. It is observed that a GE distribution can be considered for situations where a skewed distribution for a non-negative random variable is needed. The ratio of the maximized likelihoods (RML) is used in discriminating between Weibull and GE distributions. Asymptotic distributions of the logarithm of the RML under null hypotheses are obtained and they are used to determine the minimum sample size required in discriminating between two overlapping families of distributions for a user specified probability of correct selection and tolerance limit.