On the robustness of the power function of the one-sample test for the negative exponential distribution

Abstract

The robustness of the power function of the standard one-sample parametric test for the mean of the negative exponential distribution is examined. The main form of departure from the exponential assumption is a mixture of negative exponential components although an alternative Gamma distribution is also examined. It is found that the test is sensitive to these departures although the effect of mixtures with short tails is less dramatic than those with long tails.

Keywords:

• robust
• test of hypothesis mixture of distributions
• negative exponential distributions
• mixture of gamma distributions
• mixture of power function of test