Testing the difference of two exponential means using generalized p-values |
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Authors: | Malwane M A Ananda Samaradasa Weerahandi |
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Institution: | 1. Department of Mathematical Sciences , University of Nevada , Las Vegas, NV, 89154;2. Bell Communications Research , 445 South Street, Morristown, NJ, 07960 |
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Abstract: | There are no exact fixed-level tests for testing the null hypothesis that the difference of two exponential means is less than or equal to a prespecified value θ0. For this testing problem, there are several approximate testing procedures available in the literature. Using an extended definition of p-values, Tsui and Weerahandi (1989) gave an exact significance test for this testing problem. In this paper, the performance of that procedure is investigated and is compared with approximate procedures. A size and power comparison is carried out using a simulation study. Its findings show that the test based on the generalized p-value guarantees the intended size and that it is either as good as or outperforms approximate procedures available in the literature, both in power and in size. |
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Keywords: | Generalized p-values Two sample exponential problem Williams-Tukey interval |
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