Upper bounds for the power of invariant tests for the exponential distribution with weibull alternatives

Lawrence A. Klimko; Charles E. Antle; Alfred W. Rademaker; Howard E. Rockette

doi:10.1080/00401706.1975.10489341

Upper bounds for the power of invariant tests for the exponential distribution with weibull alternatives

Lawrence A. Klimko^*, Charles E. Antle, Alfred W. Rademaker, Howard E. Rockette

^*Corresponding author for this work

Preventive Medicine

Research output: Contribution to journal › Article › peer-review

10 Scopus citations

Abstract

The problem of testing for the exponential distribution (with scale, or both location and scale parameters unknown) against Weibull alternatives is considered. Upper bounds for the power of any invariant test are presented. Tests based upon the maximum likelihood estimator of the shape parameter, or a modification of it, are given which virtually achieve these bounds.

Original language	English (US)
Pages (from-to)	357-360
Number of pages	4
Journal	Technometrics
Volume	17
Issue number	3
DOIs	https://doi.org/10.1080/00401706.1975.10489341
State	Published - Aug 1975

Funding

This research was supported by the Aerospace Research Laboratories, Air Force Systems Command, United States Air Force, Contract Number F 33615-71-C-1169. Received December 1973; revised October, 1974.

Keywords

Exponential
Model discrimination
Weibull

ASJC Scopus subject areas

Statistics and Probability
Modeling and Simulation
Applied Mathematics

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10.1080/00401706.1975.10489341

Cite this

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abstract = "The problem of testing for the exponential distribution (with scale, or both location and scale parameters unknown) against Weibull alternatives is considered. Upper bounds for the power of any invariant test are presented. Tests based upon the maximum likelihood estimator of the shape parameter, or a modification of it, are given which virtually achieve these bounds.",

keywords = "Exponential, Model discrimination, Weibull",

author = "Klimko, {Lawrence A.} and Antle, {Charles E.} and Rademaker, {Alfred W.} and Rockette, {Howard E.}",

note = "Funding Information: This research was supported by the Aerospace Research Laboratories, Air Force Systems Command, United States Air Force, Contract Number F 33615-71-C-1169. Received December 1973; revised October, 1974.",

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AU - Antle, Charles E.

AU - Rademaker, Alfred W.

AU - Rockette, Howard E.

N1 - Funding Information: This research was supported by the Aerospace Research Laboratories, Air Force Systems Command, United States Air Force, Contract Number F 33615-71-C-1169. Received December 1973; revised October, 1974.

PY - 1975/8

Y1 - 1975/8

N2 - The problem of testing for the exponential distribution (with scale, or both location and scale parameters unknown) against Weibull alternatives is considered. Upper bounds for the power of any invariant test are presented. Tests based upon the maximum likelihood estimator of the shape parameter, or a modification of it, are given which virtually achieve these bounds.

AB - The problem of testing for the exponential distribution (with scale, or both location and scale parameters unknown) against Weibull alternatives is considered. Upper bounds for the power of any invariant test are presented. Tests based upon the maximum likelihood estimator of the shape parameter, or a modification of it, are given which virtually achieve these bounds.

KW - Exponential

KW - Model discrimination

KW - Weibull

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Upper bounds for the power of invariant tests for the exponential distribution with weibull alternatives

Abstract

Funding

Keywords

ASJC Scopus subject areas

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