Testing equality of quantiles of two-parameter exponential distributions under progressive Type II censoring

ABSTRACT

To compare several populations, comparison of particular quantiles of these populations may be more relevant in some contexts. In this article, we consider testing equality of several quantiles based on progressive Type II censored samples when the populations have two-parameter exponential distributions. There is no approach for this problem in the literature. Here, we present four approaches: an approximation test, a parametric bootstrap, a generalized test approach, and a fiducial approach. The actual sizes and powers of these approaches are compared using Monte Carlo simulation. At the end, two examples are proposed to illustrate these approaches.

KEYWORDS:

• Fiducial approach
• generalized p value
• parametric bootstrap
• progressive Type II censoring
• quantile
• two-parameter exponential distribution

AMS SUBJECT CLASSIFICATION:

• 62F03
• 62F40