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The Relationship Between Two Statistical Tests for the Comparison of Two Exponential Distributions
Author(s) -
Le Chap T.
Publication year - 1991
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710330323
Subject(s) - statistics , mathematics , censoring (clinical trials) , exponential function , exponential distribution , statistical hypothesis testing , mathematical analysis
To compare two exponential distributions with or without censoring, two different statistics are often used; one is the F test proposed by C OX (1953) and the other is based on the efficient score procedure. In this paper, the relationship between these tests is investigated and it is shown that the efficient score test is a large‐sample approximation of the F test.