Discriminating between the log-normal and generalized exponential distributions

Journal of Statistical Planning and Inference

Volumn 127, Issue 1-2, 2005, Pages 213-227

  Kundu, Debasis ^a   Gupta, Rameshwar D ^b   Manglick, Anubhav ^a  

^a INDIAN INSTITUTE OF TECHNOLOGY KANPUR   (India)

^b UNIVERSITY OF NEW BRUNSWICK   (Canada)

Author keywords

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

Indexed keywords

EID: 5444243329     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2003.08.017     Document Type: Article

References (28)

1. Atkinson A. A test for discriminating between models Biometrika 56 1969 337-347
2. Atkinson A. A method for discriminating between models (with discussions) J. Roy. Statist. Soc. Ser. B 32 1970 323-353
3. Bain L.J. Englehardt M. Probability of correct selection of Weibull versus gamma based on likelihood ratio Comm. Statist. Ser. A 9 1980 375-381
4. Bain L.J. Englehardt M. Statistical Analysis of Reliability and Lifetime Model 2nd Edition 1991 Marcel Dekker New York
5. Chambers E.A. Cox D.R. Discriminating between alternative binary response models Biometrika 54 1967 573-578
6. Chen W.W. On the tests of separate families of hypotheses with small sample size J. Statist. Comput. Simulations 2 1980 183-187
7. Cox D.R. 1961. Tests of separate families of hypotheses. Proceedings of the Fourth Berkeley Symposium in Mathematical Statistics and Probability, Berkeley, University of California Press, Berkley, CA, pp.105-123.
8. Cox D.R. Further results on tests of separate families of hypotheses J. Roy. Statist. Soc. Ser. B 24 1962 406-424
9. Dyer A.R. Discrimination procedure for separate families of hypotheses J. Amer. Statist. Assoc. 68 1973 970-974
10. Dumonceaux R. Antle C.E. Discriminating between the log-normal and Weibull distribution Technometrics 15 4 1973 923-926
11. Fearn D.H. Nebenzahl E. On the maximum likelihood ratio method of deciding between the Weibull and Gamma distribution Comm. Statist. Theory Methods 20 2 1991 579-593
12. Gupta R.D. Kundu D. Generalized exponential distributions Austral. NZ J. Statist. 41 2 1999 173-188
13. Gupta R.D. Kundu D. Exponentiated exponential distribution: an alternative to gamma and Weibull distributions Biometrical J. 43 1 2001 117-130
14. Gupta R.D. Kundu D. Generalized exponential distributions: different methods of estimations J. Statist. Comput. Simulation 69 4 2001 315-338
15. Gupta R.D. Kundu D. Generalized exponential distributions: statistical inferences J. Statist. Theory Appl. 1 2002 101-118
16. Gupta R.D. Kundu D. 2003a. Discriminating between the Weibull and generalized exponential distributions. Comput. Statist. Data Anal. 43, 179-196.
17. Gupta R.D. Kundu D. 2003b. Discriminating between the gamma and generalized exponential distributions. J. Statist. Comput. Simulation, to appear.
18. Jackson O.A.Y. Some results on tests of separate families of hypotheses Biometrika 55 1968 355-363
19. Jackson O.A.Y. Fitting a gamma or log-normal distribution to fiber-diameter measurements on wool tops Appl. Statist. 18 1969 70-75
20. Johnson N. Kotz S. Balakrishnan N. 1995. Continuous Univariate Distribution, Vol. 1. Wiley, New York.
21. Pereira B. de Empirical comparison of some tests of separate families of hypotheses Metrika 25 1978 219-234
22. Press et al., 1993. Numerical Recipes in C. Cambridge University Press, Cambridge.
23. Quesenberry C.P. Kent J. Selecting among probability distributions used in reliability Technometrics 24 1 1982 59-65
24. Raqab M.Z. Inference for generalized exponential distribution based on record statistics J. Statist. Plann. Inference 104 2 2002 339-350
25. Raqab M.Z. Ahsanullah M. Estimation of the location and scale parameters of the generalized exponential distribution based on order statistics J. Statist. Comput. Simulation 69 2 2001 109-124
26. White H. Regularity conditions for Cox's test of non-nested hypotheses J. Econometrics 19 1982 301-318
27. Wiens B.L. When log-normal and gamma models give different results: a case study Amer. Statist. 53 2 1999 89-93
28. Zheng G. On the Fisher information matrix in type-II censored data from the exponentiated exponential family Biometrical J. 44 3 2002 353-357