On the exact distribution of the likelihood ratio test for testing the homogeneity of scale parameters of several two-parameter exponential distributions: complete and censored samples

Metrika ◽  
2019 ◽  
Vol 82 (4) ◽  
pp. 409-427 ◽  
Author(s):  
Mahmood Kharrati-Kopaei ◽  
Ahad Malekzadeh
Keyword(s):  
Likelihood Ratio ◽  
Likelihood Ratio Test ◽  
Exact Distribution ◽  
Ratio Test ◽  
Exponential Distributions ◽  
Scale Parameters ◽  
Censored Samples ◽  
Two Parameter

scholarly journals Comparing Two Exponential Distributions Using the Exact Likelihood Ratio Test

2012 ◽  
Vol 4 (4) ◽  
pp. 348-356 ◽  
Author(s):  
Gang Han ◽  
Michael J. Schell ◽  
Jongphil Kim
Keyword(s):  
Likelihood Ratio ◽  
Likelihood Ratio Test ◽  
Ratio Test ◽  
Exponential Distributions

Likelihood Ratio Test for Discrimination between Two Models with Unknown Location and Scale Parameters

Technometrics ◽  
1973 ◽  
Vol 15 (1) ◽  
pp. 19 ◽  
Author(s):  
Robert Dumonceaux ◽  
Charles E. Antle ◽  
Gerald Haas
Keyword(s):  
Likelihood Ratio ◽  
Likelihood Ratio Test ◽  
Ratio Test ◽  
Scale Parameters

Likelihood Ratio Test for DiscriminaGon Between Two Models with Unknown Location and Scale Parameters

Technometrics ◽  
1973 ◽  
Vol 15 (1) ◽  
pp. 19-27 ◽  
Author(s):  
Robert Dumonceaux ◽  
Charles E. Antle ◽  
Gerald Haas
Keyword(s):  
Likelihood Ratio ◽  
Likelihood Ratio Test ◽  
Ratio Test ◽  
Scale Parameters

scholarly journals Comparative simulation study of likelihood ratio tests for homogeneity of the exponential distribution

2012 ◽  
Vol 60 (7) ◽  
pp. 307-314 ◽  
Author(s):  
Luboš Střelec ◽  
Milan Stehlík
Keyword(s):  
Social Sciences ◽  
Likelihood Ratio ◽  
Likelihood Ratio Test ◽  
Unobserved Heterogeneity ◽  
Testing Procedure ◽  
Ratio Test ◽  
Scale Parameters ◽  
Exponential Mixture ◽  
Automatic Methods ◽  
True Structure

The aim of this paper is to present and discuss the power of the exact likelihood ratio homogeneity testing procedure of the number of components k in the exponential mixture. First we present the likelihood ratio test for homogeneity (ELR), the likelihood ratio test for homogeneity against two-component exponential mixture (ELR2), and finally the likelihood ratio test for homogeneity against three-component exponential mixture (ELR3). Comparative power study of mentioned homogeneity tests against three-component subpopulation alternative is provided. Therein we concentrate on various setups of the scales and weights, which allow us to make conclusions for generic settings. The natural property is observed, namely increase of the power of exact likelihood ratio ELR, ELR2 and ELR3 tests with scale parameters considered in the alternative. We can state that the differences in power of ELR, ELR2 and ELR3 tests are small – therefore using of the computationally simpler ELR2 test is recommended for broad usage rather than computationally more expensive ELR3 test in the cases when unobserved heterogeneity is modelled. Anyhow caution should be taken before automatic usage of ELR3 in more informative settings, since the application of automatic methods hoping that the data will enforce its true structure is deceptive. Application of obtained results in reliability, finance or social sciences is straightforward.

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