Kybernetika 37 no. 6, 703-723, 2001

Exact distributions in the model of a regression line for the threshold parameter with exponential distribution of errors

Volkmar Henschel

Abstract:

In this paper it is shown how one can work out exact distributions of estimators and test statistics in the model of a regression line for the threshold parameter with exponential distribution of errors. This is done on a test statistics which is related to a problem of [K.Zv\'ara: Confidence band for regression line with exponential distribution of errors. Kybernetika {\mi 31} (1995), 1, 31--44.].