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Comparison of Some Exact Tests for a Common Location Parameter of Several Truncated Exponential Distributions with Different Scale Parameters

机译:使用不同刻度参数的几个截断指数分布的共同位置参数的一些精确测试的比较

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摘要

In this paper we derive some exact tests and one conservative test for a common location parameter mu of several independent truncated exponential distributions with different scale parameters. Tests for mu = mu(0) against two-sided alternatives are suggested based on suitable combinations of natural pivots. The exact tests are based on non-minimal sufficient statistics while the conservative test is based on minimal sufficient statistics. Expressions for local power for alternatives mu mu(0) are derived and compared. It turns out that the power for alternatives mu mu(0) is the same for all proposed exact tests. We observe that the test based on a combination of inverse normal cdf of P-values is locally best in most cases. The performance of the conservative test is indeed remarkable in large samples. Some interesting features of a familiar test in the case of one population are also pointed out.
机译:在本文中,我们可以获得一些具有不同刻度参数的几个独立截断指数分布的共同位置参数MU的确切测试和一个保守测试。 基于合适的自然枢轴组合,提出了对双面替代品的MU = MU(0)的测试。 确切的测试基于非最小的足够统计数据,而保守测试基于最小的足够统计数据。 替代品MU&GT的当地电力的表达式。 穆(0)是衍生的和比较。 事实证明,替代品MU& MU(0)对于所有提出的精确测试是相同的。 我们观察到基于逆正常CDF的P值的组合在大多数情况下局部地是最佳的。 保守测试的性能确实在大型样品中是显着的。 还指出了在一个人口的情况下熟悉测试的一些有趣功能。

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