Tests for upper outliers in the two-parameter exponential distribution

Abstract

Abstract The problem of detecting upper outliers in a sample from two parameter exponential distribution with unknown location and scale parameters is discussed. The block and inside-out sequential test procedures are investigated under a particular life testing situation. Two test statistics, one based on the prediction of future order statistics and the other based on score function are considered. The exact null distribution of one of the test statistic is quite involved and the simulated critical values are provided. The power performances of the proposed tests are investigated using a Monte Carlo study. The application of the above procedures for the case of Pareto sample is also indicated. Keywords: Exponential distributionPareto distributionOrder statisticsBest linear unbiased predictorsBlock test procedureInside-out sequential test procedure