Upper Bounds for the Power of Invariant Tests for The Exponential Distribution with Weibull Alternatives.

摘要

The problem of testing for the exponential distribution (with scale, or both location and scale parameters unknown) against Weibull alternatives is considered. Upper bounds for the power of any invariant test are presented. Tests based upon the maximum likelihood estimator of the shape parameter, or a modification of it, are given which virtually achieve bounds. (Author)