This article studies a locally optimal test φ* for testing H0:θ≥θ0 versus H1:θ<θ0 for the lifetime parameter θ in an exponential distribution based on type-I censored data. Certain properties associated with φ* are addressed. We compare the performance of φ* with that of Spurrier and Wei’s [Spurrier, J.D., Wei, L.J., 1980. A test of the parameter of the exponential distribution in the type-I censoring case. J. Amer. Statist. Assoc. 75, 405–409] test φSW, which is based on the MLE of θ. The exact powers and asymptotic powers of φ* and φSW are computed. The numerical results indicate that the power of φ* is better than that of φSW when θ(0<θ<θ0) is close to θ0.
Computational Statistics and Data Analysis 52(7), pp.3603-3615