Research Article

Testing Homogeneity in a Semiparametric Two-Sample Problem

Table 3

Type I error and power comparisons (%) of the EM test and the score test (SC test) for gamma model: 𝑛 0 = 𝑛 1 = 5 0 .

𝜆 𝑚 Level E M 𝑛 ( 1 ) E M 𝑛 ( 2 ) E M 𝑛 ( 3 ) SC test

0 10 12.2 12.5 12.5 12.1
0 5 6.4 6.6 6.6 6.7
0 1 1.4 1.4 1.4 2.3
0.1 2 10 14.9 15.1 15.2 12
0.1 2 5 8.8 8.9 8.9 6.4
0.1 2 1 2.8 2.8 2.8 0.6
0.1 3 10 19.6 19.9 19.9 14.1
0.1 3 5 13.2 13.2 13.2 7.7
0.1 3 1 4.3 4.4 4.4 1
0.1 4 10 25.5 26.4 26.5 17
0.1 4 5 17.5 17.9 17.9 9.2
0.1 4 1 6.3 6.4 6.4 1.1
0.2 2 10 22.9 22.7 22.8 17.6
0.2 2 5 14.4 14.3 14.3 9.2
0.2 2 1 4.5 4.7 4.7 1.2
0.2 3 10 39.6 39.9 40 27.4
0.2 3 5 29.1 29.5 29.5 16.7
0.2 3 1 14.3 14.4 14.4 4
0.2 4 10 61.1 61.7 61.7 37
0.2 4 5 49.2 49.6 49.6 24.1
0.2 4 1 28.4 28.6 28.6 6.6
0.3 2 10 36.3 36.4 36.4 28.6
0.3 2 5 26.1 25.9 25.9 16.9
0.3 2 1 11.9 11.9 11.9 3.1
0.3 3 10 67.2 67.2 67.2 48.9
0.3 3 5 55.8 55.8 55.8 35.1
0.3 3 1 34 34 34.1 11.3
0.3 4 10 87.9 88.1 88.2 67.5
0.3 4 5 81.8 82.2 82.2 53.4
0.3 4 1 63.1 63.3 63.4 21.4