JSM 2005 - Toronto

Abstract #302796

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 135
Type: Contributed
Date/Time: Monday, August 8, 2005 : 10:30 AM to 12:20 PM
Sponsor: IMS
Abstract - #302796
Title: A Union-Intersection Censored Data Test for the Equality of Exponential Distribution Location Parameters
Author(s): Jeffrey Green*+ and Roger Nelson
Companies: Ball State University and Ball State University
Address: Economics Department, Muncie, IN, 47306, United States
Keywords: exponential distribution ; location parameter ; censored data ; hypothesis testing
Abstract:

A union-intersection procedure for testing the equality of the location parameters of two or more two-parameter exponential distributions is presented. This test is based on data censored from above and is constructed under the assumption that the scale parameters of the various distributions are equal but unknown. The power function for this procedure also is determined and a table of critical values for typical situations is given. When testing just two location parameters, the test reduces to the likelihood ratio procedure recommended by Epstein and Tsao.

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