Discriminating between Generalized Exponential, Geometric Extreme Exponential and Weibull Distributions

摘要

Generalized exponential, geometric extreme exponential and Weibull distributions are three nonnegative skewed distributions that are suitable for analyzing lifetime data. We present diagnostic tools based on the likelihood ratio test (LRT) and the minimum Kolmogorov distance (KD) method to discriminate between these models. Probability of correct selection (PCS) has been calculated for each model and for several combinations of shape parameters and sample sizes using Monte Carlo simulation.