| This study is concerned with model
selection of lifetime and survival distributions arising in
engineering reliability or in the medical sciences. We compare
various distributions, including the gamma, Weibull and lognormal,
with a new distribution called geometric extreme exponential. Except
for the lognormal distribution, the other three distributions all have
the exponential distribution as special cases. A Monte Carlo
simulation was performed to determine sample sizes for which survival
distributions can distinguish data generated by their own families.
Two methods for decision are by maximum likelihood and by Kolmogorov
distance. Neither method is uniformly best. The probability of
correct selection with more than one alternative shows some surprising
results when the choices are close to the exponential
distribution. |