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Fréchet and Inverse Gamma Distributions: Correct Selection and Minimum Sample Size to Discriminate Them

  • Rodrigo B. Silva
  • Marcelo Bourguignon
  • Gauss M. Cordeiro
Article

Abstract

In this article, we propose a likelihood ratio test to discriminate between the inverse gamma and Fréchet distributions. The asymptotic distribution of the logarithm of the ratio of the maximized likelihoods under the null hypothesis is provided for both cases; the data come from the Fréchet and inverse gamma models. We also provide the minimum sample size required to discriminate between the two distributions when the probability of correct selection is fixed. A simulation study is presented in order to compare the empirical and asymptotic probabilities of the correct selection. The article is motivated by two applications to real data sets.

Keywords

Asymptotic distribution Fréchet distribution Inverse gamma distribution Likelihood ratio test Probability of correct selection 

AMS Subject Classification

33C90 62E99 

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Copyright information

© Grace Scientific Publishing 2015

Authors and Affiliations

  • Rodrigo B. Silva
    • 1
  • Marcelo Bourguignon
    • 1
  • Gauss M. Cordeiro
    • 1
  1. 1.Departamento de EstatisticaUniversidade Federal de PernambucoRecifeBrasil

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