A Two-sample Test Of Equal Gamma Distribution Scale Parameters With Unknown Common Shape Parameter
Abstract
An approximate F-test for the equality of two gamma distribution scale parameters, given equal but unknown shape parameters, is proposed and investigated. The test is obtained by replacing the shape parameter by its maximum likelihood estimate. Monte Carlo and asymptotic results show that in many cases this substitution does not seriously affect the nominal test size. Additionally, these results can be used to modify the test to more closely achieve the desired size. An example from a cloud seeding experiment is given. © 1983 Taylor & Francis Group, LLC.
Recommended Citation
W. K. Shiue and L. J. Bain, "A Two-sample Test Of Equal Gamma Distribution Scale Parameters With Unknown Common Shape Parameter," Technometrics, vol. 25, no. 4, pp. 377 - 381, Taylor and Francis Group; Taylor and Francis; American Statistical Association, Jan 1983.
The definitive version is available at https://doi.org/10.1080/00401706.1983.10487901
Department(s)
Mathematics and Statistics
Keywords and Phrases
Approximate tests; Gamma distribution; Maximum likelihood; Tests of equal scale parameters; Two-sample tests
International Standard Serial Number (ISSN)
1537-2723; 0040-1706
Document Type
Article - Journal
Document Version
Citation
File Type
text
Language(s)
English
Rights
© 2023 Taylor and Francis Group; Taylor and Francis; American Statistical Association, All rights reserved.
Publication Date
01 Jan 1983
