Testing Statistical Hypothesis of exponential populations with multiply sequential order statistics
Year
: 2015
Abstract: Sequential order statistics (SOS) coming from non-homogeneous exponential dis-
tributions are considered in this paper. The generalized likelihood ratio (GLRT) and
the Bayesian tests are derived for testing homogeneity of the exponential populations.
It is shown that the GLRT in this case is also scale invariant. The maximum likelihood
and the Bayesian estimates of parameters are derived on the basis of observed SOS
samples. Explicit expression for SOS-based Bayes factor (BF) are derived.
tributions are considered in this paper. The generalized likelihood ratio (GLRT) and
the Bayesian tests are derived for testing homogeneity of the exponential populations.
It is shown that the GLRT in this case is also scale invariant. The maximum likelihood
and the Bayesian estimates of parameters are derived on the basis of observed SOS
samples. Explicit expression for SOS-based Bayes factor (BF) are derived.
Keyword(s): Bayes,GLRT,Sequential order statistics,Estimation
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Testing Statistical Hypothesis of exponential populations with multiply sequential order statistics
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| contributor author | مجید هاشم پور محمدآبادی | en |
| contributor author | مهدی دوست پرست | en |
| contributor author | majid hashempour | fa |
| contributor author | Mahdi Doostparast | fa |
| date accessioned | 2020-06-06T14:18:48Z | |
| date available | 2020-06-06T14:18:48Z | |
| date copyright | 8/25/2015 | |
| date issued | 2015 | |
| identifier uri | http://libsearch.um.ac.ir:80/fum/handle/fum/3391321?locale-attribute=en | |
| description abstract | Sequential order statistics (SOS) coming from non-homogeneous exponential dis- tributions are considered in this paper. The generalized likelihood ratio (GLRT) and the Bayesian tests are derived for testing homogeneity of the exponential populations. It is shown that the GLRT in this case is also scale invariant. The maximum likelihood and the Bayesian estimates of parameters are derived on the basis of observed SOS samples. Explicit expression for SOS-based Bayes factor (BF) are derived. | en |
| language | English | |
| title | Testing Statistical Hypothesis of exponential populations with multiply sequential order statistics | en |
| type | Conference Paper | |
| contenttype | External Fulltext | |
| subject keywords | Bayes | en |
| subject keywords | GLRT | en |
| subject keywords | Sequential order statistics | en |
| subject keywords | Estimation | en |
| identifier link | https://profdoc.um.ac.ir/paper-abstract-1049307.html | |
| conference title | چهل و ششمین کنفرانس ریاضی ایران | fa |
| conference location | یزد | fa |
| identifier articleid | 1049307 |