On Testing Equality of Two Exponential Distributions under Combined Type II Censoring.
Abstract
The problem of testing equality of the scale parameters of two exponential distributions is considered under a combined sample type II censoring scheme that has been extensively treated in nonparametric inference. Sufficiency and invariance considerations lead to a pair of statistics, namely, the proportions of failure count and the total time on test of the first sample to those of the combined sample. Exact distribution and moment properties are discussed, and asymptotic joint normality under local alternatives is established in a general framework. The invariant test that maximizes the Pitman efficacy is seen to be based on the difference between these two proportions, and is asymptotically equivalent to the likelihood ratio test. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1980
- Accession Number
- ADA080913
Entities
People
- G. K. Bhattacharyya
- Kishan G. Mehrotra
Organizations
- University of Wisconsin Madison Department of Statistics