An Asymptotically Efficient Test for Exponential Populations

  • Jeon, Jong Woo (Department of Computer Science and Statistics, Seoul National University) ;
  • Chung, Han Young (Department of Computer Science and Statistics, Seoul National University) ;
  • Kim, Youn Tae (Department of Computer Science and Statistics, Seoul National University)
  • Published : 1986.11.25

Abstract

Using Fisher's method of combining two independent test statistics, we suggest a test for comparing two exponential populations with location and scale parameters and prove that it is asymptotically optimal in the sense of Bahadur efficiency.

Keywords

Acknowledgement

Supported by : MOE