Large sample tests of [lambda]3 in the bivariate exponential distribution
In this paper, we compare the power of three different tests for testing zero and non-zero values of the parameter [lambda]3 which measures the degree of dependence between the two components in bivariate exponential distribution (BVED) of the Marshall-Olkin (1967) model. We also compare the power of the UMPU test proposed by Bhattacharyya and Johnson (1973) with the test based on MLE 3 for [lambda]3=0 and observed that the UMPU test performs better.
Year of publication: |
1991
|
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Authors: | Hanagal, David D. ; Kale, B. K. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 12.1991, 4, p. 311-313
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Publisher: |
Elsevier |
Keywords: | Bivariate exponential distribution Fisher information Marshall-Olkin model maximum likelihood estimate (MLE) simultaneous failures |
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