Comparison of two weibull distributions

Previous Topic Next Topic
 
classic Classic list List threaded Threaded
3 messages Options
Reply | Threaded
Open this post in threaded view
|

Comparison of two weibull distributions

kmmoon100
Hello,

How can I do a test of two weibull distributions?
I have two weibull distribution sets from two wind datasets in order to check whether they are same.
I thought 2 sample t-test would be applicable but I couldn't find any ways to do that on the Internet.
Does anyone know what type of test is applicable to my purpose? and what R function can you recommend?
Plus, if it turned out that there is a difference between the two datasets, can I just fit a linear line between the datasets?

Kind Regards,

Kangmin.
Reply | Threaded
Open this post in threaded view
|

Re: Comparison of two weibull distributions

bbolker
kmmoon100 <k.moon <at> student.unimelb.edu.au> writes:

>
> Hello,
>
> How can I do a test of two weibull distributions?
> I have two weibull distribution sets from two wind datasets in order to
> check whether they are same.
> I thought 2 sample t-test would be applicable but I couldn't find any ways
> to do that on the Internet.
> Does anyone know what type of test is applicable to my purpose? and what R
> function can you recommend?
> Plus, if it turned out that there is a difference between the two datasets,
> can I just fit a linear line between the datasets?
>
> Kind Regards,
>
> Kangmin.

  (1) Fit a single model to the combined (pooled data) (e.g. with
MASS::fitdistr()); (2) fit separate models to the individual data
sets; (3) compare the log-likelihood of the pooled model to the
sum of the log-likelihoods of the separate models.  According to
the likelihood ratio test, the p-value of the differences is:

  pchisq(2*(logLik_sum-logLik_pooled),df=2,lower.tail=FALSE)

(2 df because the separate models have a total of 4 parameters,
2 greater than the pooled model)

______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Reply | Threaded
Open this post in threaded view
|

Re: Comparison of two weibull distributions

kmmoon100
This post was updated on .
Thank you so much for your explanation.
I might be in a trouble again with processing log-likelihood analysis in the future.
If it happens, may I ask your instuctions next time?