Sequential and two-stage procedures for selecting the better exponential population covering the case of unknown and unequal scale parameters |
| |
Authors: | N Mukhopadhyay |
| |
Institution: | Department of Statistics, Oklahoma State University, Stillwater, OK 74078, USA |
| |
Abstract: | The problems of selecting the larger location parameter of two exponential distributions are discussed. When the scale parameters are the same but unknown, we consider the procedure of Desu et al. (1977) in detail, and study some of its exact and asymptotic properties. We indicate how this procedure can be modified along the lines of Mukhopadhyay (1979, 1980) to achieve first-order asymptotic efficiency. We then propose a sequential procedure for this set-up and show that it is asymptotically second-order efficient according to Ghosh and Mukhopadhyay (1981). In case the scale parameters are completely unknown and unequal, we propose a two-stage procedure that guarantees the probability of correct selection to exceed the prescribed nominal level in the preference zone. We do not need any new tables to implement this particular procedure other than those in Krishnaiah and Armitage (1964), Gupta and Sobel (1962), Guttman and Milton (1969). We also propose a sequential method in this case and derive some of its asymptotic properties. |
| |
Keywords: | 62F07 62L10 Exponential distributions Unequal scale parameters First-order efficiency Exact probability of correct selection |
本文献已被 ScienceDirect 等数据库收录! |
|