More powerful tests for the sign testing problem about gamma scale parameters

Chia Hao Chan, Huimei Liu, Mei-Mei Zen

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)


For i=1, … , p, let (Formula presented.) denote independent random samples from gamma distributions with unknown scale parameters θi and known shape parameters ηi. Consider testing H0i≤θi0 for some i=1, … , p versus H1ii0 for all i=1, … , p, where θ10, … , θp0 are fixed constants. For any 0<α<0.4, we construct two new tests that have the same size as the likelihood ratio test (LRT) and are uniformly more powerful than it. Power comparisons of our tests with other tests are given. The proposed tests are intersection–union tests. We apply the results to test the variances of normal distributions and scale parameters of two-parameter exponential distributions. Finally, we illustrate our proposed tests with an example.

Original languageEnglish
Pages (from-to)564-577
Number of pages14
Issue number3
Publication statusPublished - 2015 May 4

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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