A preliminary test procedure for the scale parameter of exponential distribution when the selection parameter is unknown (Q802238)
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scientific article; zbMATH DE number 3881672
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| English | A preliminary test procedure for the scale parameter of exponential distribution when the selection parameter is unknown |
scientific article; zbMATH DE number 3881672 |
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A preliminary test procedure for the scale parameter of exponential distribution when the selection parameter is unknown (English)
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1984
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A preliminary test estimator is considered for the scale parameter of the two-parameter exponential distribution with unknown selection parameter, where the distribution does not satisfy the regularity condition of Wilks' theorem - the density is not differentiable. A method of specifying the level of significance of the preliminary test is proposed based on AIC.
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nonregular case
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preliminary test estimator
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scale
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two-parameter exponential distribution
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unknown selection parameter
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specifying the level of significance
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AIC
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0.8628900051116943
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0.8156039714813232
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0.8104931116104126
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