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A preliminary test procedure for the scale parameter of exponential distribution when the selection parameter is unknown

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Summary

A preliminary test estimator is considered for the scale parameter of the two-parameter exponential distribution with unknown selection parameter, where the distribution does not satisfy the regularity condition of Wilks' theorem—the density is not differentiable. A method of specifying the level of significance of the preliminary test based on is proposed AIC.

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Authors
  1. Katuomi Hirano
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Additional information

This work was partly supported by Scientific Research Fund No. 58450058 from the Ministry of Education of Japan.

The Institute of Statistical Mathematics

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Hirano, K. A preliminary test procedure for the scale parameter of exponential distribution when the selection parameter is unknown. Ann Inst Stat Math 36, 1–9 (1984). https://doi.org/10.1007/BF02481948

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  • DOI: https://doi.org/10.1007/BF02481948

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