Testing Homogeneity in a Semiparametric Two-Sample Problem

Table 4

Type I error and power comparisons (%) of the EM test and the score test (SC test) for gamma model: 𝑛₀=𝑛₁=200.

𝜆	𝑚	Level	EM^𝑛(1)	EM^𝑛(2)	EM^𝑛(3)	SC test
0		10	11.2	11.3	11.3	11.1
0		5	5.9	5.9	6	5.7
0		1	1.2	1.2	1.2	1.4
0.1	2	10	23.1	22.7	22.7	19.7
0.1	2	5	14.2	14.2	14.2	11.7
0.1	2	1	5.1	5.1	5.2	3.1
0.1	3	10	39.6	39.8	39.9	29.5
0.1	3	5	29	29.4	29.6	19
0.1	3	1	13.2	13.4	13.5	4.8
0.1	4	10	62.3	62.5	62.7	37.5
0.1	4	5	52.2	52.5	52.8	26.2
0.1	4	1	32.5	33.2	33.7	8.5
0.2	2	10	49	48.9	48.9	43.8
0.2	2	5	36.6	36.7	36.5	30.6
0.2	2	1	19.4	19.4	19.4	11.4
0.2	3	10	88.2	88.2	88.4	73
0.2	3	5	81.5	81.6	81.6	61.2
0.2	3	1	64.6	64.6	64.8	34.6
0.2	4	10	98.9	98.9	98.9	87.1
0.2	4	5	98	98.1	98.1	79.7
0.2	4	1	94.3	94.2	94.2	54.5
0.3	2	10	78.5	78.5	78.6	73
0.3	2	5	70.1	70	70	62.5
0.3	2	1	48.7	48.8	48.8	34.9
0.3	3	10	99.2	99.2	99.2	96.1
0.3	3	5	98.8	98.8	98.8	93
0.3	3	1	96.5	96.5	96.5	78.8
0.3	4	10	100	100	100	99.4
0.3	4	5	100	100	100	98.7
0.3	4	1	100	100	100	92.5