Abstract
Shiue and Bain (1983) proposed an approximate F-test for the equality of the scale parameters of two gamma distributions with equal but unknown shape parameters. In this article, we propose a simple procedure to test equality of scale parameters of m≥3 gamma distributions against nonincreasing order. The test is based on Fisher's method of combining p-values. The actual size of the resulting test is investigated through Monte Carlo studies. Also asymptotic results are derived for the nominal test size. These can be used to obtain a test which achieves the desired size. The case of more general partial orders is discussed.
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