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

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Ekoist: Journal of Econometrics and Statistics
Issue:16
DISCRIMINATING BETWEEN WEIBULL AND LOG-NORMAL DISTRIBUTIONS BASED ON KULLBACK-LEIBLER DIVERGENCE

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

Authors : Ali Akbar BROMIDEH

Pages : 44-54

View : 35 | Download : 17

Publication Date : 2014-12-02

Article Type : Research Paper

Abstract :The Weibull and Log-Normal distributions are frequently used in reliability to analyze lifetime insert ignore into journalissuearticles values(or failure time); data. The ratio of maximized likelihood insert ignore into journalissuearticles values(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 insert ignore into journalissuearticles values(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.
Keywords : Model discrimination Weibull distribution Log Normal distribution Kullback Leibler divergence Ratio of maximized likelihood

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