Each statistical analysis of reliability data starts with the choice o
f the underlying distribution of failure times. This choice is of grea
t importance because all conclusions drawn from this analysis will dep
end on it. Lifetime predictions can vary orders of magnitude depending
on the distribution used. Most researchers choose the underlying dist
ribution of failure times rather unfounded: because of ''historical''
reasons, because everybody uses it,...We developed a method which offe
rs-reliability engineers an objective tool for making the distinction
between the two most widely used distributions, the lognormal and the
Weibull, using a statistical well-founded technique. Essentially, the
method comes down to constructing both the lognormal and the Weibull p
robability plot of the data set under consideration. For each plot, th
e Pearson's correlation coefficient is calculated. It is shown that th
e ratio of these two correlation coefficients is a pivotal quantity. H
ence, it can serve as a test statistic. (C) 1998 Elsevier Science Ltd.
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