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Selection between Exponential and Lindley distributions

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  • Shovan Chowdhury

    (Indian Institute of Management, Kozhikode)

Abstract

Exponential and Lindley distributions are quite effective in analyzing positively skeweddata. While the distributions exhibit some of the distinguishable characteristics, these arealso very close to each other for certain ranges of the parameter values. In this paper, weintend to discriminate between the exponential and Lindley distribution functions consid-ering the ratio of the maximized likelihood functions. The asymptotic distribution of thelogarithm of the maximized likelihood ratio has been obtained to determine the minimumsample size required to discriminate between the two distributions for given probability ofcorrect selection and a distance measure. Some numerical results are obtained to validatethe asymptotic results. It is also observed that the asymptotic results work quite well evenfor small sample size. One data analysis is performed to demonstrate the results.

Suggested Citation

  • Shovan Chowdhury, 2019. "Selection between Exponential and Lindley distributions," Working papers 316, Indian Institute of Management Kozhikode.
    • Handle: RePEc:iik:wpaper:316
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    References listed on IDEAS

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