On tests of independence in a trivariate exponential distribution

DOI10.1016/0167-7152(83)90045-7MaRDI QIDQ792716zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 1983

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(83)90045-7

zbMATH Keywords

asymptotic chi squareconditional testsequality of scale parametersHogg and Tanis iterated testindependence hypothesisminimal sufficient statisticspowerSukhatme likelihood ratio testtrivariate exponential distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)

Review text

The author extends the \textit{G. K. Bhattacharyya} and \textit{R. A. Johnson} procedure [J. Am. Stat. Assoc. 68, 704-706 (1973; Zbl 0271.62029)] (developed for the bivariate case) to the trivariate exponential distribution. This is achieved by transforming the independence hypothesis to one concerning the equality of scale parameters of three exponential distributions. The tests are conditional tests. The two procedures suggested are the Sukhatme LR test and the Hogg and Tanis iterated test. In the first case the asymptotic distribution is shown to be chi square. In the latter case the author gives the expression for the exact power of the test. The minimal sufficient statistics and their distributional properties are also discussed.

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Cites work

• A Multivariate Exponential Distribution
• An Iterated Procedure for Testing the Equality of Several Exponential Distributions
• Estimation and Hypothesis Testing for the Parameters of a Bivariate Exponential Distribution
• scientific article; zbMATH DE number 3530814 (Why is no real title available?)
• scientific article; zbMATH DE number 3395163 (Why is no real title available?)
• scientific article; zbMATH DE number 3022510 (Why is no real title available?)
• On a Test of Independence in a Bivariate Exponential Distribution
• Some Tests Based on Ordered Observations from two Exponential Populations
• Some Theorems Relevant to Life Testing from an Exponential Distribution
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large

Cited in

(3)

• Sukhatme and the exponential distribution
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• scientific article; zbMATH DE number 5233421 (Why is no real title available?)

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