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    Title: Hypothesis testing on the common location parameter of several shifted exponential distributions: A note
    Authors: Chang, Ching-Hui;Lin, Jyh-Jiuan;Pal, Nabendu
    Contributors: 淡江大學統計學系
    Keywords: Maximum likelihood estimator;Size of a test;Power function
    Date: 2013-03
    Issue Date: 2014-03-17
    Publisher: Amsterdam: Elsevier BV
    Abstract: This note deals with hypothesis testing on the common location parameter of several shifted exponential distributions with unknown and possibly unequal scale parameters. No exact test is available for the above mentioned problem; and one does not have the luxury of applying the asymptotic Chi-square test for the likelihood ratio test statistic since the distributions do not satisfy the usual regularity conditions. Therefore, we have proposed a few approximate tests based on the parametric bootstrap method which appear to work well even for small samples in terms of attaining the level. Powers of the proposed tests have been provided along with a recommendation of their usage.
    Relation: Journal of the Korean Statistical Society 42(1), pp.51–59
    DOI: 10.1016/j.jkss.2012.04.009
    Appears in Collections:[Graduate Institute & Department of Statistics] Journal Article

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