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Statistical inference about the shape parameter of the exponential power distribution

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Abstract

After being proposed by Smith & Bain (1975), the exponential power distribution has been discussed by many authors. This paper proposes a simple exact statistical test for the shape parameter of an exponential power distribution, as well as an exact confidence interval for the same parameter. Necessary critical values of the test are given. The method provided in this paper can be used for type II censored data. Comparing this method to the existing approaches, this method requires less calculation or less tables, and is easier to use in practice.

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Authors and Affiliations

  1. Department of Statistics, Florida International University, 33199, Miami, FL, USA

    Zhenmin Chen

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  1. Zhenmin Chen
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Chen, Z. Statistical inference about the shape parameter of the exponential power distribution. Statistical Papers 40, 459–468 (1999). https://doi.org/10.1007/BF02934636

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  • DOI: https://doi.org/10.1007/BF02934636

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