Allocating observations in a test for the ratio of scales of independent gamma variates |
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Authors: | Lawrence Barker |
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Affiliation: | Department of Mathematics , University of Tennessee , Knoxville, Tennessee, 37916 |
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Abstract: | Consider two independent gamma populations with common shape parameter α. Let ρ denote the ratio of their scale parameters, and consider the problem of testing the null hypothesis ρ = 1 against the alternative ρ = 1 + r , where r >0 . A procedure, not depending on α , that maximizes the exact slope at this alternative is proposed. |
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Keywords: | largest possible exact slope application of limit theorems |
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