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Original Articles

Testing equality of scale parameters against restricted alternatives for m≥3 gamma distributions with unknown common shape parameter

Pages 353-368
Received 16 Sep 1999
Published online: 20 Mar 2007
 
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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.