On Testing the Equality of Two Exponential Distributions

This paper derives the null distribution of the likelihood ratio (LR) criterion for testing the equality of location parameters and scale parameters of two exponential distributions, based on type II censored data. It is shown that this null distribution is the same as that of Bartlett's modified LR test for equality of two bivariate normal covariance matrices. Box's chi squared approximation to the criterion is found to be satisfactory both for equal and for unequal sample sizes. The power of the criterion is then compared with Hogg-Tanis's iterated procedure and Perng's test. A numerical example is also included.

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