An Iterated Procedure for Testing the Equality of Several Exponential Distributions

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Abstract
This iterated procedure is used to test the equality of the scale and location parameters of several independent exponential distributions. In essence, these applications of this procedure consist of repeated use of certain two-sample statistics which were considered by Epstein and Tsao. A rejection by this iterated scheme provides some reason why all the distributions are not equal. In addition, under the null and alternative hypotheses, certain of these test statistics are independent. This means that it is very easy to compute the power at certain alternative hypotheses as well as the significance level of the procedure. A few comparisons are made with some over-all tests which are essentially due to Sukhatme.

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