Large sample tests of [lambda]3 in the bivariate exponential distribution

David D. Hanagal and B. K. Kale

Statistics & Probability Letters, 1991, vol. 12, issue 4, 311-313

Abstract: In this paper, we compare the power of three different tests for testing zero and non-zero values of the parameter [lambda]3 which measures the degree of dependence between the two components in bivariate exponential distribution (BVED) of the Marshall-Olkin (1967) model. We also compare the power of the UMPU test proposed by Bhattacharyya and Johnson (1973) with the test based on MLE 3 for [lambda]3=0 and observed that the UMPU test performs better.

Keywords: Bivariate; exponential; distribution; Fisher; information; Marshall-Olkin; model; maximum; likelihood; estimate; (MLE); simultaneous; failures (search for similar items in EconPapers)
Date: 1991
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