Comparing scale parameters in several gamma distributions with known shapes

Ali Akbar Jafari () and Javad Shaabani
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Ali Akbar Jafari: Yazd University
Javad Shaabani: Yazd University

Computational Statistics, 2020, vol. 35, issue 4, No 18, 1927-1950

Abstract: Abstract In this paper, we present eleven approaches for testing the equality of scale parameters in gamma distributions when shape parameters are known. These approaches are applicable to other problems such as testing homogeneity of variances in normal distributions, verifying equality of scale-like parameters in inverse Gaussian distributions, and comparing scale parameters in two-parameter exponential distributions with censored data or K-record values. The performance of the proposed tests is compared in terms of empirical size and power using Monte Carlo simulation. Finally, the proposed methods are illustrated using two real data examples.

Keywords: Cornish–Fisher expansion; Generalized p-value; Jacobi expansion; Mellin transform; Saddlepoint; Satterthwaite approximation (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s00180-020-00983-3

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