Discriminating among Generalized Exponential, Weighted Exponential and Weibull Distributions

Abstract

In this paper, we consider the problem of discriminating among three different positively skewed lifetime distributions, namely the generalized exponential distribution, the weighted exponential distribution, and the Weibull distribution. All of these distributions have been used quite effectively to analyze positively skewed lifetime data. We use the methods of the ratio of maximized likelihood, the minimum Kolmogorov distance, and the sequential probability ratio test to discriminate among these three distributions. The probability of correct selection is considered for each hypothesis based on several scenarios with Monte Carlo simulation. Real data applications are studied to illustrate the effectiveness of these proposed methods.

Keywords

• generalized exponential distribution
• weighted exponential distribution
• Weibull distribution
• model selection
• probability of correct selection
• sequential probability ratio test