Abstract
The maximum likelihood estimator (MLE) and the likelihood ratio test (LRT) will be considered for making inference about the scale parameter of the exponential distribution in case of moving extreme ranked set sampling (MERSS). The MLE and LRT can not be written in closed form. Therefore, a modification of the MLE using the technique suggested by Maharota and Nanda (Biometrika 61:601-606, 1974) will be considered and this modified estimator will be used to modify the LRT to get a test in closed form for testing a simple hypothesis against one sided alternatives. The same idea will be used to modify the most powerful test (MPT) for testing a simple hypothesis versus a simple hypothesis to get a test in closed form for testing a simple hypothesis against one sided alternatives. Then it appears that the modified estimator is a good competitor of the MLE and the modified tests are good competitors of the LRT using MERSS and simple random sampling (SRS).
| Original language | English |
|---|---|
| Pages (from-to) | 249-259 |
| Number of pages | 11 |
| Journal | Statistical Papers |
| Volume | 50 |
| Issue number | 2 |
| DOIs | |
| State | Published - Mar 2009 |
Keywords
- Exponential distribution
- Likelihood ratio test
- Maximum likelihood estimator
- Modified likelihood ratio test
- Modified maximum likelihood estimator
- Modified most powerful test
- Moving extreme ranked set sampling
- Simple random sampling
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty