| Abstract: | Let π1 and π2 be two exponential populations with location parameters α and β respectively. It is shown that the probability of misclassification for the optimal rule, RE, depends on α and β only through their ratio α/β=r, and that the smaller the ratio r (i.e. the smaller α is compared to β), the greater the superiority of the optimal rule RE over the commonly used rule RN. When α and β are unknown, the sample-based version RE(s) of RE exhibits the same pattern of superiority over the sample-based RN(s) of RN. |
