A one-sided test for testino homogeneity of scale parameters against simple ordered alternative
Titel:
A one-sided test for testino homogeneity of scale parameters against simple ordered alternative
Auteur:
Gill, Amar Nath Dhawan, Anil Kumar
Verschenen in:
Communications in statistics
Paginering:
Jaargang 28 (1999) nr. 10 pagina's 2417-2439
Jaar:
1999
Inhoud:
In an earlier paper the authors (1997) extended the results of Hayter (1990) to the two parameter exponential probability model. This paper addressee the extention to the scale parameter case under location-scale probability model. Consider k (k≧3) treatments or competing firms such that an observation from with treatment or firm follows a distribution with cumulative distribution function (cdf) Fi(x)=F[(x-μi)/Qi], where F(·) is any absolutely continuous cdf, i=1,…,k. We propose a test to test the null hypothesis H0:θ1=…=θk against the simple ordered alternative H1:θ1≦…≦θk, with at least one strict inequality, using the data Xi,j, i=1,…k; j=1,…,n1. Two methods to compute the critical points of the proposed test have been demonstrated by talking k two parameter exponential distributions. The test procedure also allows us to construct simultaneous one sided confidence intervals (SOCIs) for the ordered pairwise ratios θj/θi, 1≦i<j≦k. Statistical simulation revealed that: 9i) actual sizes of the critical points are almost conservative and (ii) power of the proposed test relative to some existing tests is higher.
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