期刊名称：Sankhya. Series B, applied and interdisciplinary statistics
印刷版ISSN：0976-8386
电子版ISSN：0976-8394
出版年度：2021
卷号：83
页码：36-64
DOI：10.1007/s13571-021-00254-1
语种：English
出版社：Indian Statistical Institute
摘要：In this paper we derive some exact tests and one conservative test for a common location parameterμof several independent truncated exponential distributions with different scale parameters. Tests forμ=μ0against two-sided alternatives are suggested based on suitable combinations of natural pivots. The exact tests are based on non-minimal sufficient statistics while the conservative test is based on minimal sufficient statistics. Expressions for local power for alternativesμ>μ0are derived and compared. It turns out that the power for alternativesμμ0is the same for all proposed exact tests. We observe that the test based on a combination of inverse normal cdf ofP-values is locally best in most cases. The performance of the conservative test is indeed remarkable in large samples. Some interesting features of a familiar test in the case of one population are also pointed out.
