Discriminating Between Exponential and Lindley Distributions

In literature, Lindley distribution is considered as an alternate to the exponential distribution. In the present work, a methodology is developed to discriminate between exponential and Lindley distributions based on the ratio of the maximum likelihoods. Asymptotic distribution of the test statisti...

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Bibliographic Details
Main Authors: V. S. Vaidyanathan, A Sharon Varghese
Format: Article
Language:English
Published: Springer 2019-09-01
Series:Journal of Statistical Theory and Applications (JSTA)
Subjects:
Online Access:https://www.atlantis-press.com/article/125917185/view
Description
Summary:In literature, Lindley distribution is considered as an alternate to the exponential distribution. In the present work, a methodology is developed to discriminate between exponential and Lindley distributions based on the ratio of the maximum likelihoods. Asymptotic distribution of the test statistic under the null hypothesis is derived and the minimum sample size required to discriminate between the two distributions for a user specified probability of correct selection is obtained. Numerical illustrations of the methodology are given through simulated and real life data sets.
ISSN:2214-1766