Discriminating between gamma and generalized exponential distributions

Journal of Statistical Computation and Simulation

Volumn 74, Issue 2, 2004, Pages 107-121

  Gupta, Rameshwar D ^a   Kundu, Debasis ^b  

^a UNIVERSITY OF NEW BRUNSWICK   (Canada)

^b INDIAN INSTITUTE OF TECHNOLOGY KANPUR   (India)

Author keywords

Asymptotic distributions; Gamma distribution; Generalized exponential distribution; Kolmogorov Smirnov distances; Likelihood ratio statistic

Indexed keywords

EID: 0842346736     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/0094965031000114359     Document Type: Article

References (26)

1. Atkinson, A. (1969). A test of discriminating between models. Biometrika, 56, 337-341.
2. Atkinson, A. (1970). A method for discriminating between models. Journal of the Royal Statistical Society, Ser. B, 32, 323-353 (with discussions).
3. Bain, L. J. and Englehardt, M. (1980). Probability of correct selection of Weibull versus gamma based on likelihood ratio. Communications in Statistics, Ser. A, 9, 375-381.
4. Birnbaum, Z. W. and Saunders, S. C. (1969). Estimation for a family of life distributions with applications to fatigue. Journal of Applied Probability, 6, 328-347.
5. Chambers, E. A. and Cox, D. R. (1967). Discriminating between alternative binary response models. Biometrika, 54, 573-578.
6. Chen, W. W. (1980). On the tests of separate families of hypotheses with small sample size. Journal of Statistical Computations and Simulations, 2, 183-187.
7. Cox, D. R. (1961). Tests of separate families of hypotheses. Proceedings of the Fourth Berkeley Symposium in Mathematical Statistics and Probability, University of California Press, Berkeley, pp. 105-123.
8. Cox, D. R. (1962). Further results on tests of separate families of hypotheses. Jour, of Royal Statistical Society, Ser. B, 24, 406-424.
9. Dumonceaux, R. and Antle, C. E. (1973). Discriminating between the log-normal and Weibull distribution. Technometrics, 15, 923-926.
10. Dyer, A. R. (1973). Discrimination procedure for separate families of hypotheses. Journal of the American Statistical Association, 68, 970-974.
11. Feam, D. H. and Nebenzahl, E. (1991). On the maximum likelihood ratio method of deciding between the Weibull and Gamma distributions. Communications in Statistics - Theory and Methods, 20, 579-593.
12. Gupta, R. D. and Kundu, D. K. (1999). Generalized exponential distributions. Australian and New Zealand Journal of Statistics, 41(2), 173-188.
13. Gupta, R. D. and Kundu, D. (2001a). Exponentiated exponential distribution: An alternative to gamma and Weibull distributions. Biometrical Journal, 43(1), 117-130.
14. Gupta, R. D. and Kundu, D. (2001b). Generalized exponential distributions: Different methods of estimations. Journal of Statistical Computations and Simulations, 69(4), 315-338.
15. Gupta, R. D. and Kundu, D. (2002). Generalized exponential distribution: Statistical Inferences. Journal of Applied Statistical Sciences, 1(2), 101-118.
16. Jackson, O. A. Y. (1968). Some results on tests of separate families of hypotheses. 55, 355-363.
17. Jackson, O. A. Y. (1969). Fitting a gamma or log-normal distribution to fibre-diameter measurements on wool tops. Applied Statistics, 18, 70-75.
18. Lawless, J. F. (1982). Statistical Models and Methods for Lifetime Data. John Wiley and Sons, New York.
19. Pereira, B. de, B. (1978). Empirical comparison of some tests of separate families of hypotheses. Metrika, 25, 219-234.
20. Press, W. H., Flannery, B. P., Teukolsky, S. A. and Vetterling, W. T. (1993). Numerical Recipes; The Art of Scientific Computing. Cambridge University Press, Cambridge, U.K.
21. Quesenberry, C. P. and Kent, J. (1982). Selecting among probability distributions used in reliability. Technometrics, 24, 59-65.
22. Raqab, M. Z. and Ahsanullah, M. (2001). Estimation of the location and scale parameters of generalized exponential distribution based on order statistics. Journal of Statistical Computations and Simulations, 69(2), 109-124.
23. White, H. (1982a). Maximum likelihood estimation of mis-specified models. Econometrica, 50, 1-25.
24. White, H. (1982b). Regularity conditions for Cox's test of non-nested hypotheses. Journal of Econometrics, 19, 301-318.
25. Wiens, B. L. (1999). When log-normal and gamma models give different results: A case study. American Statistician, 53, 89-93.
26. Zheng, G. (2002). On the Fisher information matrix in type-II censored data from the exponentiated exponential family. Biometrical Journal, 44(3), 353-357.