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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Springer
2019-09-01
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| Series: | Journal of Statistical Theory and Applications (JSTA) |
| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/125917185/view |
| _version_ | 1811291780674486272 |
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| author | V. S. Vaidyanathan A Sharon Varghese |
| author_facet | V. S. Vaidyanathan A Sharon Varghese |
| author_sort | V. S. Vaidyanathan |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-04-13T04:34:37Z |
| format | Article |
| id | doaj.art-d87aef08d1774172be8bb256d749f668 |
| institution | Directory Open Access Journal |
| issn | 2214-1766 |
| language | English |
| last_indexed | 2024-04-13T04:34:37Z |
| publishDate | 2019-09-01 |
| publisher | Springer |
| record_format | Article |
| series | Journal of Statistical Theory and Applications (JSTA) |
| spelling | doaj.art-d87aef08d1774172be8bb256d749f6682022-12-22T03:02:13ZengSpringerJournal of Statistical Theory and Applications (JSTA)2214-17662019-09-0118310.2991/jsta.d.190818.006Discriminating Between Exponential and Lindley DistributionsV. S. VaidyanathanA Sharon VargheseIn 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.https://www.atlantis-press.com/article/125917185/viewHellinger distanceLindley distributionMeijer G-functionProbability of correct selectionPseudoLikelihood estimator |
| spellingShingle | V. S. Vaidyanathan A Sharon Varghese Discriminating Between Exponential and Lindley Distributions Journal of Statistical Theory and Applications (JSTA) Hellinger distance Lindley distribution Meijer G-function Probability of correct selection Pseudo Likelihood estimator |
| title | Discriminating Between Exponential and Lindley Distributions |
| title_full | Discriminating Between Exponential and Lindley Distributions |
| title_fullStr | Discriminating Between Exponential and Lindley Distributions |
| title_full_unstemmed | Discriminating Between Exponential and Lindley Distributions |
| title_short | Discriminating Between Exponential and Lindley Distributions |
| title_sort | discriminating between exponential and lindley distributions |
| topic | Hellinger distance Lindley distribution Meijer G-function Probability of correct selection Pseudo Likelihood estimator |
| url | https://www.atlantis-press.com/article/125917185/view |
| work_keys_str_mv | AT vsvaidyanathan discriminatingbetweenexponentialandlindleydistributions AT asharonvarghese discriminatingbetweenexponentialandlindleydistributions |