Journal of Korean Society for Quality Management (품질경영학회지)

Korean Society for Quality Management (한국품질경영학회)
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A Bootstrap Test of Independence for an Absolutely Continuous Bivariate Exponential Model

  • Lee, In Suk (Dept. of Statistics, Kyungpook National University) ;
  • Kim, Dal Ho (Dept. of Statistics, Kyungpook National University) ;
  • Cho, Jang Sik (Dept. of Statistics, Kyungpook National University)
  • Published : 1996.06.20
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Abstract

In this paper, we consider the problem of testing independence in the absolutely continuous bivariate exponential distribution of Block and Basu(1974). We construct a bootstrap procedure for testing zero and non-zero values of the parameter ${\lambda}_3$ which measures the degree of dependence and compare the power of the bootstrap test with likelihood ratio test(LRT) by Gupta et al.(1984) and the test based on maximum likelihood estimator(MLE) $\hat{{\lambda}}_3$ by Hanagal and Kale(1991) for small and moderate sample sizes.

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