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Discriminating between the generalized Rayleigh and Weibull distributions

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  • Mohammad Z. Raqab

Abstract

Generalized Rayleigh (GR) and Weibull (WE) distributions are used quite effectively for analysing skewed lifetime data. In this paper, we consider the problem of selecting either GR or WE distribution as a more appropriate fitting model for a given data set. We use the ratio of maximized likelihoods (RML) for discriminating between the two distributions. The asymptotic and simulated distributions of the logarithm of the RML are applied to determine the probability of correctly selecting between these two families of distributions. It is examined numerically that the asymptotic results work quite well even for small sample sizes. A real data set involving the annual rainfall recorded at Los Angeles Civic Center during 25 years is analysed to illustrate the procedures developed here.

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  • Mohammad Z. Raqab, 2013. "Discriminating between the generalized Rayleigh and Weibull distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(7), pages 1480-1493, July.
    • Handle: RePEc:taf:japsta:v:40:y:2013:i:7:p:1480-1493
    DOI: 10.1080/02664763.2013.788614
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    Cited by:

    1. Shovan Chowdhury, 2019. "Selection between Exponential and Lindley distributions," Working papers 316, Indian Institute of Management Kozhikode.

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