DISCRIMINATING BETWEEN WEIBULL AND LOG-NORMAL DISTRIBUTIONS BASED ON KULLBACK-LEIBLER DIVERGENCE

Ali Akbar BROMIDEH

Makale detayları

DISCRIMINATING BETWEEN WEIBULL AND LOG-NORMAL DISTRIBUTIONS BASED ON KULLBACK-LEIBLER DIVERGENCE

Yazarlar:

Ali Akbar BROMIDEH

Yayıncı:

Istanbul University

Ana Başlıklar:

Sosyoloji & antropoloji

Dergi:

Istanbul University Econometrics and Statistics e-Journal 2012 Vol.0 Issue 16, pp.44-54

Belge Tipi:

Makale

Yayın Tarihi:

12/2014

Belge Dili:

İngilizce

Document ID (Org No.):

2000405447

eISSN:

2651-396X

Özet:

 


The Weibull and Log-Normal distributions are frequently used in reliability to analyze lifetime (or failure time) data. The ratio of maximized likelihood (RML) has been extensively used in choosing between the two distributions. The Kullback-Leibler information is a measure of uncertainty between two densities. We examine the use of Kullback-Leibler Divergence (KLD) in discriminating either the Weibull or Log-Normal distribution. An advantage of the KLD is that it incorporates entropy of each model. We explain the applicability of the KLD by a real data set and the consistency of the KLD with the RML is established. 

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Makale detayları

DISCRIMINATING BETWEEN WEIBULL AND LOG-NORMAL DISTRIBUTIONS BASED ON KULLBACK-LEIBLER DIVERGENCE

Yazarlar: Ali Akbar BROMIDEH

Yayıncı: Istanbul University

Ana Başlıklar: Sosyoloji & antropoloji

Dergi: Istanbul University Econometrics and Statistics e-Journal 2012 Vol.0 Issue 16, pp.44-54

Belge Tipi: Makale

Yayın Tarihi: 12/2014

Belge Dili: İngilizce

Document ID (Org No.): 2000405447

eISSN: 2651-396X

Sayı

Yazarlar:

Ali Akbar BROMIDEH

Yayıncı:

Istanbul University

Ana Başlıklar:

Sosyoloji & antropoloji

Dergi:

Istanbul University Econometrics and Statistics e-Journal 2012 Vol.0 Issue 16, pp.44-54

Belge Tipi:

Makale

Yayın Tarihi:

12/2014

Belge Dili:

İngilizce

Document ID (Org No.):

2000405447

eISSN:

2651-396X