Exact likelihood ratio scale and homogeneity testing of some loss processes

Milan Stehlík

Statistics & Probability Letters, 2006, vol. 76, issue 1, 19-26

Abstract: The aim of this paper is to give exact LR testing procedures of the homogeneity and scale hypotheses for the widely used loss distributions Gamma and Weibull. We derive the exact distributions of such tests and also provide some their properties.

Keywords: Loss; distribution; Gamma; distribution; Weibull; distribution; Homogeneity; Likelihood; ratio; Asymptotic; optimality; Testing (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (1)

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