Abstract

Abstract Lehmann and Scheffé have shown how to construct uniformly most powerful unbiased tests of certain hypotheses when the assumed distributions belong to an “exponential family.” The present paper is concerned with particular cases which arise from independent gamma variates with scale parameters θ1 and θ2. Conditional distributions are given which are appropriate for testing γ = γ0, where γ = c 1/θ1+c 2/θ2. As an application, suppose that a series system has two dissimilar components with expected lives θ1 and θ2. When component failures are exponentially distributed, so are system failures, the mean being 1/(1/θ1+1/θ2). From independent estimates of θ1 and θ2 confidence limits can be found for this mean, or for the probability of successful system operation up to any fixed “mission time.” With appropriate restrictions, more general distributions including the Weibull can also be treated.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.