JSM 2004 - Toronto

Abstract #300317

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Activity Number: 232
Type: Contributed
Date/Time: Tuesday, August 10, 2004 : 10:30 AM to 12:20 PM
Sponsor: Section on Physical and Engineering Sciences
Abstract - #300317
Title: Using Censored Data to Test the Location Parameters of Several Exponential Distributions
Author(s): Jeffrey J. Green*+ and Roger B. Nelson
Companies: Ball State University and Ball State University
Address: Economics Dept., Muncie, IN, 47306,
Keywords: exponential distribution ; location parameter ; censored data ; hypothesis testing
Abstract:

A likelihood ratio 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 all equal but unknown. The power function for this test is also determined, and a table of critical values for typical situations is given. When testing just two location parameters and the two sample sizes are equal, the test reduces to one recommended by Kumar and Patel. The power function for this latter procedure is also obtained, and it is shown that the likelihood ratio test is just as often as not the more powerful. Besides, Kumar and Patel's technique is shown to be biased.

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