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Comparing scale parameters in several gamma distributions with known shapes

Author

Listed:
  • Ali Akbar Jafari

    (Yazd University)

  • Javad Shaabani

    (Yazd University)

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.

Suggested Citation

  • Ali Akbar Jafari & Javad Shaabani, 2020. "Comparing scale parameters in several gamma distributions with known shapes," Computational Statistics, Springer, vol. 35(4), pages 1927-1950, December.
    • Handle: RePEc:spr:compst:v:35:y:2020:i:4:d:10.1007_s00180-020-00983-3
    DOI: 10.1007/s00180-020-00983-3
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    References listed on IDEAS

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    1. Wong ACM & Zhang S, 2017. "A Directional Approach for Testing Homogeneity of Inverse Gaussian Scale-Like Parameters," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 3(2), pages 34-39, September.
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    3. Sadooghi-Alvandi, Soltan Mohammad & Malekzadeh, Ahad, 2013. "A note on testing homogeneity of the scale parameters of several inverse Gaussian distributions," Statistics & Probability Letters, Elsevier, vol. 83(8), pages 1844-1848.
    4. Ali Akbar Jafari, 2015. "Inferences on the Coefficients of Variation in a Multivariate Normal Population," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(12), pages 2630-2643, June.
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    8. Ching-Hui Chang & Jyh-Jiuan Lin & Nabendu Pal, 2011. "Testing the equality of several gamma means: a parametric bootstrap method with applications," Computational Statistics, Springer, vol. 26(1), pages 55-76, March.
    9. Chang, Ming & You, Xuqun & Wen, Muqing, 2012. "Testing the homogeneity of inverse Gaussian scale-like parameters," Statistics & Probability Letters, Elsevier, vol. 82(10), pages 1755-1760.
    10. Conghua Cheng & Jinyuan Chen & Jianming Bai, 2013. "Exact inferences of the two-parameter exponential distribution and Pareto distribution with censored data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(7), pages 1464-1479, July.
    11. Mahmood Kharrati-Kopaei & Ahad Malekzadeh, 2019. "On the exact distribution of the likelihood ratio test for testing the homogeneity of scale parameters of several two-parameter exponential distributions: complete and censored samples," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(4), pages 409-427, May.
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