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Theory & Methods: Model Selection For A Family Of Discrete Failure Time Distributions

In recent years, a large number of new discrete distributions have appeared in the literature. However, flexible discrete models which, at the same time, allow for easy statistical inference, are still an exception. This paper makes a detailed analysis of a family of discrete failure time distributions which meets both requirements. It examines the maximum likelihood estimation of the unknown parameters and presents a goodness‐of‐fit test for this model. The test is used for the selection of an appropriate model for datasets of frequencies of the duration of atmospheric circulation patterns.