On the Discrimination between the Inverse Gaussian and Lognormal Distributions
Both inverse Gaussian and lognormal distributions have been used among many well-known failure time distributions with positively skewed data. The problem of selecting between them is considered. The logarithm of maximum likelihood ratio has been used as a test for discriminating between these two d...
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Format: | Article |
Language: | Arabic |
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College of Computer Science and Mathematics, University of Mosul
2008-06-01
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Series: | المجلة العراقية للعلوم الاحصائية |
Online Access: | https://stats.mosuljournals.com/article_31689_436bc309ed02e27cf6e28562e74d38ad.pdf |
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author | Zakaria Y. AL-Jammal |
author_facet | Zakaria Y. AL-Jammal |
author_sort | Zakaria Y. AL-Jammal |
collection | DOAJ |
description | Both inverse Gaussian and lognormal distributions have been used among many well-known failure time distributions with positively skewed data. The problem of selecting between them is considered. The logarithm of maximum likelihood ratio has been used as a test for discriminating between these two distributions. The test has been carried out on nine different real data sets and three simulated data sets.
Keywords: Inverse Gaussian distribution, lognormal distribution, Ratio maximum likelihood, Discrimination. |
first_indexed | 2024-04-12T09:23:04Z |
format | Article |
id | doaj.art-c4b9446057f34609a77e75aba4dfc5eb |
institution | Directory Open Access Journal |
issn | 1680-855X 2664-2956 |
language | Arabic |
last_indexed | 2024-04-12T09:23:04Z |
publishDate | 2008-06-01 |
publisher | College of Computer Science and Mathematics, University of Mosul |
record_format | Article |
series | المجلة العراقية للعلوم الاحصائية |
spelling | doaj.art-c4b9446057f34609a77e75aba4dfc5eb2022-12-22T03:38:35ZaraCollege of Computer Science and Mathematics, University of Mosulالمجلة العراقية للعلوم الاحصائية1680-855X2664-29562008-06-0181275210.33899/iqjoss.2008.3168931689On the Discrimination between the Inverse Gaussian and Lognormal DistributionsZakaria Y. AL-JammalBoth inverse Gaussian and lognormal distributions have been used among many well-known failure time distributions with positively skewed data. The problem of selecting between them is considered. The logarithm of maximum likelihood ratio has been used as a test for discriminating between these two distributions. The test has been carried out on nine different real data sets and three simulated data sets. Keywords: Inverse Gaussian distribution, lognormal distribution, Ratio maximum likelihood, Discrimination.https://stats.mosuljournals.com/article_31689_436bc309ed02e27cf6e28562e74d38ad.pdf |
spellingShingle | Zakaria Y. AL-Jammal On the Discrimination between the Inverse Gaussian and Lognormal Distributions المجلة العراقية للعلوم الاحصائية |
title | On the Discrimination between the Inverse Gaussian and Lognormal Distributions |
title_full | On the Discrimination between the Inverse Gaussian and Lognormal Distributions |
title_fullStr | On the Discrimination between the Inverse Gaussian and Lognormal Distributions |
title_full_unstemmed | On the Discrimination between the Inverse Gaussian and Lognormal Distributions |
title_short | On the Discrimination between the Inverse Gaussian and Lognormal Distributions |
title_sort | on the discrimination between the inverse gaussian and lognormal distributions |
url | https://stats.mosuljournals.com/article_31689_436bc309ed02e27cf6e28562e74d38ad.pdf |
work_keys_str_mv | AT zakariayaljammal onthediscriminationbetweentheinversegaussianandlognormaldistributions |