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Theory & Methods: Model Selection For A Family Of Discrete Failure Time Distributions
Author(s) -
Klar Bernhard
Publication year - 1999
Publication title -
australian and new zealand journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 1369-1473
DOI - 10.1111/1467-842x.00088
Subject(s) - mathematics , model selection , selection (genetic algorithm) , goodness of fit , maximum likelihood , inference , discrete time and continuous time , statistics , statistical inference , statistical hypothesis testing , econometrics , computer science , artificial intelligence
In recent years, a large number of new discrete distributions have appeared in the literature. However, flexible discrete models which, at the same time, allow for easy statistical inference, are still an exception. This paper makes a detailed analysis of a family of discrete failure time distributions which meets both requirements. It examines the maximum likelihood estimation of the unknown parameters and presents a goodness‐of‐fit test for this model. The test is used for the selection of an appropriate model for datasets of frequencies of the duration of atmospheric circulation patterns.