On the exact, asymptotic and near-exact distributions for the likelihood ratio statistics to test equality of several Exponential distributions

Carlos Manuel Agra Coelho; Filipe José Gonçalves Pereira Marques

doi:10.1063/1.3637902

On the exact, asymptotic and near-exact distributions for the likelihood ratio statistics to test equality of several Exponential distributions

Carlos Manuel Agra Coelho, Filipe José Gonçalves Pereira Marques

DM - Departamento de Matemática

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

2 Citations (Scopus)

Abstract

The distribution of the likelihood ratio test statistic to test the equality of several one or two‐parameter Exponential distributions either for censored or non‐censored samples has been studied by several authors. These statistics are of interest in many areas, namely in reliability and lifetime studies. We propose several near‐exact distributions for these statistics, which provide very accurate but yet very manageable approximations to the exact distribution, much adequate for practical purposes.

Original language	Unknown
Title of host publication	AIP Conference Proceedings
Pages	1471-1474
Volume	1389
DOIs	https://doi.org/10.1063/1.3637902
Publication status	Published - 1 Jan 2011
Event	ICNAAM 2011 Numerical Analysis and Applied Mathematics - Duration: 1 Jan 2011 → …

Conference

Conference	ICNAAM 2011 Numerical Analysis and Applied Mathematics
Period	1/01/11 → …

Access to Document

10.1063/1.3637902

Cite this

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On the exact, asymptotic and near-exact distributions for the likelihood ratio statistics to test equality of several Exponential distributions. / Coelho, Carlos Manuel Agra ; Marques, Filipe José Gonçalves Pereira.
AIP Conference Proceedings. Vol. 1389 2011. p. 1471-1474.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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