On the maximum likelihood ratio method of deciding between the weibull and gamma distributions

DOI10.1080/03610929108830516zbMath0724.62028OpenAlexW1991306062MaRDI QIDQ3212119

Dean H. Fearn, Elliott Nebenzahl

Publication date: 1991

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929108830516

zbMATH Keywords

reliabilitynormal approximationlikelihood ratio testsselection procedureprobability of correct selectionCox statisticgamma distributions versus Weibull distributionslogarithm of the ratio of the maximized likelihoodsmaximum likelihood estimators of percentilesseparate families of hypotheses

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Statistical ranking and selection procedures (62F07) Reliability and life testing (62N05)

Related Items

Discriminating between the Weibull and log-normal distributions for Type-II censored data ⋮ The Effect of Mis-Specification Between the Lognormal and Weibull Distributions on the Interval Estimation of a Quantile for Complete Data ⋮ Discriminating between the log-normal and generalized exponential distributions ⋮ Discriminating between gamma and generalized exponential distributions ⋮ Discriminating between some lifetime distributions in geometric counting processes ⋮ General Saddlepoint Approximation for Testing Separate Location-Scale Families of Hypotheses ⋮ A likelihood ratio test to discriminate exponential–Poisson and gamma distributions ⋮ Discriminating between and within (semi)continuous classes of both Tweedie and geometric Tweedie models ⋮ Fréchet and inverse gamma distributions: correct selection and minimum sample size to discriminate them ⋮ Mis-Specification Analysis Between Normal and Extreme Value Distributions for a Linear Regression Model

Cites Work

• Regularity conditions for Cox's test of non-nested hypotheses
• Probability of correct selection of weibull versus gamma based on livelihood ratio
• An algorithm for the evaluation of the incomplete gamma function and the first two partial derivatives with respect to the parameter
• Maximum Likelihood Estimation of Misspecified Models