Probability Of Correct Selection Of Weibull Versus Gamma Based On Likelihood Ratio
Abstract
This paper proposes the use of tne likelihood ratio statistic in choosing between a Weibull or gamma model. values of the probability of correct seelection are obtained by Monte Carlo simulation. This method provides some basis for decision even when the sample size is small. The technique is applied to four sets of data from the literature. © 1980, Taylor & Francis Group, LLC. All rights reserved.
Recommended Citation
L. J. Bain and M. Engelhardt, "Probability Of Correct Selection Of Weibull Versus Gamma Based On Likelihood Ratio," Communications in Statistics - Theory and Methods, vol. 9, no. 4, pp. 375 - 381, Taylor and Francis Group; Taylor and Francis, Jan 1980.
The definitive version is available at https://doi.org/10.1080/03610928008827886
Department(s)
Mathematics and Statistics
Second Department
Geosciences and Geological and Petroleum Engineering
Keywords and Phrases
correct selection; gamma distribution; likelihood ratio; Weibull distribution
International Standard Serial Number (ISSN)
1532-415X; 0361-0926
Document Type
Article - Journal
Document Version
Citation
File Type
text
Language(s)
English
Rights
© 2023 Taylor and Francis Group; Taylor and Francis, All rights reserved.
Publication Date
01 Jan 1980
