A Method for Discriminating between Failure Density Functions Used in Reliability Predictions

Unless sufficient evidence to the contrary exists, the exponential distribution is often assumed as a model for the failure density function in reliability predictions. The generalized gamma distribution, with known location parameter, is a three parameter distribution which encompasses the exponential, Weibull, gamma and many others. In this paper, (i) maximum likelihood estimation for the three parameters is indicated, (ii) it is noted that these estimators are asymptotically multivariate normally distributed, and (iii) using the distribution of the estimators, probability regions for the estimators of the parameters of the generalized gamma distribution are established for large sample situations. In situations where the generalized gamma can be assumed as the correct density function, the exponential and the Weibull are special cases. A method is presented using experimental or life data for rejecting (with a known probability of false rejection) the Weibull and (or) the exponential functions when they do not appear to describe the failure density function of a unit.