Locally optimal tests for exponential distributions with type-I censoring

This article studies a locally optimal test phi* for testing H-0 : theta >= theta(0) versus H-1 : theta < theta(0) for the lifetime parameter theta in an exponential distribution based on type-l censored data. Certain properties associated with phi* are addressed. We compare the performance of phi* with that of Spurrier and Wei's [Spurrier, J.D., Wei, L.J., 1980. A test of the parameter of the exponential distribution in the type-I censoring case. J. Amer. Statist. Assoc. 75, 405-409] test phi(Sw), which is based on the MLE theta<(ML)over cap> of theta. The exact powers and asymptotic powers of phi* and phi(SW) are computed. The numerical results indicate that the power of phi* is better than that of phi(SW) when 0 (0 < 0 < 00) is close to theta(0). (c) 2007 Elsevier B.V. All rights reserved.