Identification of a distributional model
John Taylor, Anthony J. Jakeman · Communications in Statistics - Simulation and Computation · 1985
Methods for selecting a distributional model for a random variable such as ambient air quality concentration are examined. Specific consideration is given to identification of a model from the exponential, lognormal, Weibull and gamma distributions. The performance of a likelihood ratio statistic and a Kolmogorov ratio statistic are examined by Monte Carlo simulation. On the basis of these results a procedure for increasing the probability of correct selection is proposed.