Comparative simulation study of likelihood ratio tests for homogeneity of the exponential distribution
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F12%3A00191680" target="_blank" >RIV/62156489:43110/12:00191680 - isvavai.cz</a>
Result on the web
<a href="http://www.mendelu.cz/cz/veda_vyzkum/acta/ac712" target="_blank" >http://www.mendelu.cz/cz/veda_vyzkum/acta/ac712</a>
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
Comparative simulation study of likelihood ratio tests for homogeneity of the exponential distribution
Original language description
The aim of this paper is to present and discuss the power of the exact likelihood ratio homogeneity testing procedure of the number of components k in the exponential mixture. First we present the likelihood ratio test for homogeneity (ELR), the likelihood ratio test for homogeneity against two-component exponential mixture (ELR2), and finally the likelihood ratio test for homogeneity against three-component exponential mixture (ELR3). Comparative power study of mentioned homogeneity tests against three-component subpopulation alternative is provided. Therein we concentrate on various setups of the scales and weights, which allow us to make conclusions for generic settings. The natural property is observed, namely increase of the power of exact likelihood ratio ELR, ELR2 and ELR3 tests with scale parameters considered in the alternative. We can state that the differences in power of ELR, ELR2 and ELR3 tests are small -- therefore using of the computationally simpler ELR2 test is recomm
Czech name
—
Czech description
—
Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
—
Result continuities
Project
—
Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
ISSN
1211-8516
e-ISSN
—
Volume of the periodical
60
Issue of the periodical within the volume
7
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
8
Pages from-to
307-314
UT code for WoS article
—
EID of the result in the Scopus database
—