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On Testing the Equality of Uniform and Related Distributions

 

作者: D.R. Barr,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1966)
卷期: Volume 61, issue 315  

页码: 856-864

 

ISSN:0162-1459

 

年代: 1966

 

DOI:10.1080/01621459.1966.10480913

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

LetX1, …,Xkbekstochastically independent random variables and letXihave the uniform distribution on the interval from 0 to θi,i= 1, …,k. The power function of the likelihood ratio test is found for the problem of testing {H0: θ1= … = θkθ0, θ0specified;H1: θi≠ θ0for at least onei,i= 1, …,k}, and ump possibilities are investigated. For the problem of testing {H0: θ1= θ2, common value unspecified;H1: θ1≠ θ2}, the power function of the likelihood ratio test is found and this test is shown to be an invariant test under multiplication by a strictly positive constant and to be a ump unbiased test. It is pointed out that when sample sizes are equal, the likelihood ratio test statistic is distributed as the absolute value of a certain Laplace random variable, and that the likelihood ratio test is ump invariant under permutations and multiplication by a strictly positive constant. An iterative test for the problem of testing {H0: θ1= … = θk, common value unspecified;H1: θi≠ θjfor at least one (i,j),i≠j,i,j= 1,…,k},k> 2, is discussed. These results are extended to a larger class of distributions.

 

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