Testing equality of location parameters of two exponential distributions from censored samples

Abstract

A modification to Tiku's (1981) test, which may be seriously biased, is proposed. The modified test is only marginally biased if at all and is substantially more powerful. A ratio test based on Tiku’s (1967) modified likelihood function is also proposed, and shown to have power comparable to the power of the ratio test based on the likelihood function. The proposed ratio test is, however, much easier from a computational viewpoint.

Keywords:

• exponential distribution
• modified likelihood
• order statistics
• ratio test
• censored samples
• life testing