Computational Statistics

https://doi.org/10.1007/s00180-020-00983-3

ORIGINAL PAPER

Comparing scale parameters in several gamma

distributions with known shapes

Ali Akbar Jafari1 · Javad Shaabani1

Received: 20 July 2019 / Accepted: 25 March 2020

© Springer-Verlag GmbH Germany, part of Springer Nature 2020

Abstract
In this paper, we present eleven approaches for testing the equality of scale param-
eters in gamma distributions when shape parameters are known. These approaches
are applicable to other problems such as testing homogeneity of variances in normal
distributions, verifying equality of scale-like parameters in inverse Gaussian distri-
butions, and comparing scale parameters in two-parameter exponential distributions
with censored data or K-record values. The performance of the proposed tests is com-
pared in terms of empirical size and power using Monte Carlo simulation. Finally, the
proposed methods are illustrated using two real data examples.

Keywords Cornish–Fisher expansion · Generalized p-value · Jacobi expansion ·

Mellin transform · Saddlepoint · Satterthwaite approximation

1 Introduction

The gamma distribution, as a generalization of exponential distribution, has been

applied in various scientific studies such as climatology (Crow 1977) and hydrology
(Gastwirth and Mahmoud 1986). The gamma distribution with shape parameter α and
scale parameter λ has the probability density function (pdf)

x α−1 λα e−λx
f X (x) = , x > 0, α > 0, λ > 0,
Γ (α)

where Γ (α) is the gamma function. This distribution is denoted by Ga (α, λ).
When comparing several gamma distributions, testing the equality of scale param-
eters is an important problem because it contains several well-known testing problems
as special cases (see Sect. 3). Assuming that shape parameters are known, such special

B Ali Akbar Jafari

aajafari@yazd.ac.ir

1 Department of Statistics, Yazd University, Yazd, Iran

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 A. A. Jafari, J. Shaabani

cases are tests of equality of scale parameters or homogeneity of variances in several

distributions. One example is testing the equality of scale parameters in one-parameter
and two-parameter exponential distributions (see Nagarsenker and Nagarsenker 1986;
Thiagarajh and Paul 1990; Nagarsenker and Nagarsenker 1991; Thiagarajah 1995;
Kharrati-Kopaei and Malekzadeh 2019). Another example is testing the homogeneity
of variances in the analysis of variance where it is assumed that the variances within
populations are equal. When this assumption is violated, the F-test becomes overly
conservative or liberal and no longer is an optimal test. Therefore, many tests for veri-
fying the homogeneity of variances have been proposed in the literature, including the
Bartlett’s test (Bartlett 1937), a generalized p-value test (Liu and Xu 2010), a bootstrap
test (Cahoy 2010), two Wald tests (Allingham and Rayner 2012), an adjusted Bartlett’s
test (Ma et al. 2015), a computational approach test (CAT) (Gökpınar and Gökpınar
2017) and a standardized likelihood ratio test (SLRT) (Gökpınar 2017). Testing the
homogeneity of scale-like parameters between the inverse Gaussian distributions can
also be considered as a special case of testing the equality of scale parameters in several
gamma distributions. To that end, the assumption of homogeneity of scale-like param-
eters is highly important in one-way analysis of reciprocals (Chhikara and Folks 1989),
and many tests have been derived in this context, including a generalized approach by
Chang et al. (2012), an exact computational test by Sadooghi-Alvandi and Malekzadeh
(2013), a generalized likelihood ratio test (LRT) by Liu and He (2013), two saddle-
point approaches by Wong (2016), likelihood-based higher order asymptotic methods
by Wong and Zhang (2017), and a SLRT by Gökpınar (2018).
Suppose Ti1 , Ti2 , . . . , Tin i is a random sample of size n i from the gamma distribu-
tion with shape parameter αi and scale parameter λi (i = 1, . . . , k). Here, we assume
that αi ’s are known. The problem of interest is testing the equality of scale parameters,
i.e.,
H0 : λ1 = · · · = λk = λ, (1)

where λ is the commonn i scale parameter.

Suppose T̄i = j=1 Ti j /n i . When k = 2, it can be shown that under the null
hypothesis, the test statistic B = n 1 T̄1 /(n 1 T̄1 + n 2 T̄2 ) follows Beta(τ1 , τ2 ) (i.e.,
the beta distribution with parameters τ1 and τ2 ), where τi = n i αi . Therefore, H0 is
rejected at level γ if B > Bγ /2 or B < B1−γ /2 , where Bγ is the γ th upper quantile of
Beta(τ1 , τ2 ). We denote this approach by BT. In fact, when k = 2, there is an exact
test for this problem, which is obtained based on LRT statistic. When τ1 and τ2 are
integer values, the test statistic B is equivalent to the statistic F = nn 1 T̄T̄1 which follows
2 2
F distribution with τ1 and τ2 degrees of freedom.
In this paper, the problem of testing the hypothesis in (1) is assumed. First, we give
the LRT statistic to test this hypothesis and derive some of its properties. Then, different
methods are used to obtain the critical values of the test statistic. In special cases,
competing approaches to the LRT exist and these are discussed as well. Therefore, a
generalized p-value test and a quadratic approach are also developed. This leads to
eleven approaches in total. Our investigation shows that seven of these approaches are
appropriate. Because some of them are complex or can be computationally-intensive,
three approaches are selected for their simplicity.

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Comparing scale parameters in several gamma distributions…

The paper is organized as follows: In Sect. 2, several approaches for testing the
equality of scale parameters in several gamma distributions are proposed. In Sect. 3,
some special cases of this problem are illustrated. The empirical size and power of the
tests are compared using Monte Carlo simulation in Sect. 4. Finally, two real datasets
are analyzed in Sect. 5.

2 Proposed approaches

In this section, we first present the LRT and log-likelihood ratio test (LLRT) statistics
to test the null hypothesis in (1) and give some useful properties of these statistics.
Then, several approaches are developed for testing the equality of scale parameters.
Based on the random samples Ti j , i = 1, . . . , k, j = 1, . . . , n i , from the gamma
distribution with shape parameter αi and scale parameter λi , the log-likelihood func-
tion is
k
 
= n i αi log (λi ) − log (Γ (αi )) + (αi + 1) t¯i∗ − λi t¯i , (2)
i=1
n i n i  
where t¯i = j=1 ti j /n i , t¯i∗ = ∗
j=1 ti j /n i and ti∗j = log ti j . Therefore,
the maximum
 i likelihood estimator (MLE) of parameter λi is λ̂i = αi /T̄i , where
T̄i = nj=1 k
Ti j /n i . Under H0 , the MLE of parameter λ is λ̂ = τ/ i=1 n i T̄i , where
k
τ = i=1 τi and τi = n i αi . Therefore, the LRT statistic to test the hypothesis in (1)
can be expressed as

τi
τi

k
λ̂ 
k
n i T̄i
L= = C∗ k , (3)
i=1 λ̂i i=1 j=1 n j T̄ j

k τ τi
where C ∗ = i=1 ( τi ) . Also, the LLRT statistic can be written as


k
n i T̄i
Λ = −2log (L) = −2 τi log k + C, (4)
i=1 j=1 n j T̄ j

k  
where C = 2 i=1 τi log ττi .
Under H0 , Λ has an asymptotic chi-square distribution with k − 1 degrees of
freedom. For a given level of significance γ , the null hypothesis is rejected when
Λ > χ(k−1),γ
2 , where χ(k−1),γ
2 denotes the γ th upper quantile of chi-square distribution
with k − 1 degrees of freedom. We denote this approach by LRT. Simulation study
showed that the empirical size of the test based on the asymptotic quantiles was larger
than the nominal level (see Sect. 4). Therefore, we propose some other approaches for
obtaining the critical value of the LLRT statistic. To this end, some properties of LRT
and LLRT statistics are presented in the following lemma.

Lemma 1 Consider the LRT statistic L in (3) and LLRT statistic Λ in (4).

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 A. A. Jafari, J. Shaabani

k  Yi τi k Y j τ
i. The statistic L is distributed as C ∗ i=1 λi / j=1 λ j , where Yi ’s are inde-
pendent random variables such that Yi has a gamma distribution with parameters
τi and 1.
1
ii. Under H0 , the sth non-central moment of L = L τ is
 sτ 
Γ (τ )  Γ τi + τ i
k
   s
μs = E L s
= C∗ τ .
Γ (τ + s) Γ (τi )
i=1

iii. Under H0 , the moment generating function of Λ is

exp(Ct)Γ (τ )  Γ (τi (1 − 2t))

k
MΛ (t) = .
Γ (τ (1 − 2t)) Γ (τi )
i=1

iv. The nth derivative of cumulant generating function of Λ is


k
K n (t) = (−2τi )n ψ (n−1) (τi (1 − 2t))
i=1
−(−2τ )n ψ (n−1) (τ (1 − 2t)) + C I{1} (n), n = 1, 2, . . . (5)

where ψ (n) (·) is the nth derivative of digamma function, and I A (·) is the indicator
function.
v. The expected value and variance of Λ are
 k 

k 
μΛ = 2 τi (ψ (τ ) − ψ (τi )) + C, νΛ = 4 τi2 ψ1 (τi ) − τ 2 ψ1 (τ ) ,
i=1 i=1

respectively, where ψ(·) and ψ1 (·) are digamma and trigamma functions, respec-
tively.

Proof i. The proof is obvious, since Yi = λi n i T̄i follows a gamma distribution with
parameters τi and  1.
ii. Let Di = n i T̄i / kj=1 n j T̄ j . Based on Balakrishnan and Nevzorov (2004), Chapter
27, D = (D1 , . . . , Dk ) has a Dirichlet distribution and

    s Γ (τ )  Γ (τi + ti )
k
E L s = E D1t1 D2t2 . . . Dktk = C ∗ τ ,
Γ (τ + s) Γ (τi )
i=1

where ti = sτi /τ . The proof is completed.

iii. The proof is similar to part ii.
iv. The proof follows from part iii.
v. The proof follows from part iv. 


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Comparing scale parameters in several gamma distributions…

2.1 An exact Monte Carlo approach based on LRT

Based on Lemma 1, part i, the null distribution of the test statistic Λ does not depend
on the unknown parameters. Therefore, the quantiles of Λ can be easily obtained by
Monte Carlo simulation using the following algorithm.
Algorithm 1 For given τi , i = 1, . . . , k,
i. Generate Yi from a Ga (τi , 1) distribution, i= 1, . . .
, k.
k Yi
ii. Compute the value of W = −2 i=1 τi log k + C.
j=1 Y j
iii. Repeat steps i and ii, a large number of times, M, and obtain M values of W , say
W1 , . . . , W M .
iv. Obtain γ th upper quantile of the values of W1 , . . . , W M , say Λγ .
The null hypothesis is rejected when Λ > Λγ . For sufficiently large M, this algo-
rithm gives the exact quantile of Λ. We denote this approach by ET.
Remark 1 The proposed approach based on Algorithm k1 is equivalent
 to
 the parametric
bootstrap test and the CAT by considering η = 2 i=1 τi log λi /λ̄ as a parameter
k
of interest, where λ̄ = τ/( i=1 τi /λi ). Based on this idea, a bootstrap sample is
generated from the distribution under the null hypotheses H0 and the MLE of η is
computed using this bootstrap sample. Then, this step is repeated many times and
M values of the MLE of η are obtained using bootstrap samples and denoted by
η̂1 , . . . , η̂ M . At the end, we compare these values and the MLE of η computed from
the real data set. For more details on CAT and its applications, see Pal et al. (2007),
Jafari and Abdollahnezhad (2015), Chang et al. (2017), and Jafari and Kazemi (2017).

2.2 Mellin transform

Mellin transform, specifically its inverse, is sometimes used to find a pdf of a random
variable. For a pdf f (x), over the domain x > 0, the Mellin integral transform is
∞
defined as M { f (x) |s} = 0 x s−1 f (x) d x, where s is any complex variable. Under
certain regularity conditions, the inverse Mellin transform is
 c+i∞
1
f (x) = x −s M { f (x) |s} ds,
2πi c−i∞

where the path of integration is any line parallel to the imaginary axis lying within the
strip of analyticity of M { f (x) |s} ; see Epstein (1948) and Nagarsenker (1976).
1
Now, we present the exact cumulative distribution function (cdf) of L = L τ using
the inverse Mellin transform. Under the null hypothesis, the cdf of L can be expressed
as
(2π )ν Γ 2 (τ )   τi τi −0.5 
k ∞
Rr
FL (l) = k FB (l) , (6)
i=1 Γ (τi )
τ Γ (τ + ν + r )
i=1 r =0
where ν =(k − 1) /2, FB is the cdf of Beta (τ, ν + r ) and Rr ’s are obtained recur-
sively by ij=0 Ri− j Ci− j, j = βi with R0 = 1 and Cr ,0 = 1, r = 1, 2, . . . in

123
 A. A. Jafari, J. Shaabani

j
which Cr , j and β j are obtained again recursively by Cr , j = 1
j q=1 q Ar ,q Cr , j−q
j
and β j = 1j h=1 hαh β j−h with β0 = 1, where

(−1)q−1  
Ar ,q = Bq+1 (0) − Bq+1 (τ + r ) ,
q(q + 1)
k  h

(−1)h Bh+1 (0)  τ

αh = 1− ,
h (h + 1) τi
i=1

and Br (·) denotes the Bernoulli polynomial of degree r and order one. For more details,
see Nagarsenker (1976) and Kharrati-Kopaei and Malekzadeh (2019).
Suppose L γM is the (1 − γ )th upper quantile of L, which is obtained based on

FL (l) in (6). Therefore, H0 is rejected at level γ if Λ > −2τ log L γM . We denote
this approach by MTT.

2.3 Jacobi expansion

Below, we present the exact cdf of L by using Jacobi polynomial expansion. Suppose
FB1 (·) and FB2 (·) are the cdfs of Beta ( p, q) and Beta ( p, q + h), respectively. Under
the null hypothesis, the cdf of L can be expressed as
∞
 n  
 n Γ (n + p + q + h − 1)
FL (l) = FB1 (l) + cn (−1)h FB2 (l) , (7)
h Γ ( p + q + h)
n=1 h=0

where

n  
n Γ (n + p + q + h − 1)
cn = ϕ (−1)h E H0 (1 − L)h ,
h Γ (q + h)
h=0
   
E H0 (L)(E H0 (L) − E H0 L 2 ) (E H0 (L) − E H0 L 2 )(1 − E H0 (L))
p=   , q=   ,
E H0 L 2 − E 2H0 (L) E H0 L 2 − E 2H0 (L)
h h   i Γ ( p)Γ (n+q)(2n+ p+q−1)
and E H0 (1 − L)h = 1 + i=1 i (−1) E L , and ϕ = n!Γ (n+ p+q−1)Γ ( p+n) .
i

For more details, see Luke (1969), page 283, Boik (1993), and Kharrati-Kopaei and
Malekzadeh (2019).
Let L γJ be the (1 − γ )th upper quantile of L obtained based on Jacobi polynomial

expansion of FL (l) in (7). Therefore, H0 is rejected at level γ if Λ > −2τ log L γJ .
We denote this approach by JET.

2.4 Cornish–Fisher approach

In this section we utilize the Cornish–Fisher expansion to obtain an approximate

critical value for L. This expansion has been presented by Cornish and Fisher (1938)

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Comparing scale parameters in several gamma distributions…

and Fisher and Cornish (1960) to approximate some distributions. An approximate

critical value at level γ for L is

γ = κ1 + (κ2 )
LC Q (γ ) ,
F 1/2

where κi is the ith cumulant of L, and

1  1 
Q (γ ) = z γ + κ3 z γ2 − 1 + κ4 z γ3 − 3z γ
6 24
1   2  3 1  4
− κ3 2z γ − 5z γ + κ5 z γ − 6z 2γ + 3
36 120
1   4 1   3  4
− κ3 κ4 z γ − 5z 2γ + 2 + κ3 12z γ − 53z 2γ + 17 ,
24 324

where κi = κi /[κ2 ]i/2 , i = 2, 3, 4, 5, and z γ is the γ th quantile of the standard normal
distribution. According to Comtet (1974), page 133, κi ’s can be obtained based on
non-central moments as

κ1 = μ1 , κ2 = μ2 − μ21 , κ3 = μ3 − 3μ2 μ1 + 2μ31 ,

κ4 = μ4 − 4μ3 μ1 − 3μ22 + 12μ2 μ21 − 6μ41 ,
κ5 = μ5 − 5μ4 μ1 − 10μ3 μ2 + 20μ3 μ21 + 30μ1 μ22 − 60μ2 μ21 + 24μ51 ,

where μi is the ith non-central moment

 of L given in Lemma 1. Therefore, H0 is
rejected at level γ if Λ > −2τ log L γ . We denote this approach by CF1.
C F

Remark 2 In the Cornish–Fisher expansion, we can use the cumulants of Λ based on

(5) (with t = 0) instead of the cumulants of L and propose a critical value for Λ.
In this case, H0 is rejected at level γ if Λ > ΛC 1−γ , where Λ1−γ is an approximate
F CF

critical value at level 1 − γ for Λ based on the Cornish–Fisher expansion. We denote

this approach by CF2.

2.5 Saddlepoint approach

To approximate the pdf of a statistic, Daniels (1954) introduced the saddlepoint method
and Lugannani and Rice (1980) derived another approximation for the cdf based on
the pdf and cdf of the standard normal distribution. Barndorff-Nielsen (1986, 1991)
presented an alternative formula to approximate the cdf.
Suppose K (t) is the cumulant generating function of the statistic Λ, and K 1 (t) and
K 2 (t) are the first two derivatives of K (t) given in (5). Based on Lugannani and Rice
(1980), an approximate cdf of Λ is
 
1 1
FΛ (v) = Φ (r ) + φ (r ) − , (8)
r b

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 A. A. Jafari, J. Shaabani

and based on the Barndorff-Nielsen (1986, 1991), an approximate cdf of Λ is

  
1 b
FΛ (v) = Φ r + log , (9)
r r

    1  1
  r = sgn(tˆ) 2 tˆv − K tˆ
where 2 , b = tˆ K (tˆ) 2 , tˆ is the saddlepoint satisfying
2
K 1 tˆ = v, sgn(·) is the sign function, and φ(·) and Φ(·) are the pdf and cdf of
the standard normal distribution, respectively. We denote the approaches based on
approximate cdf of Λ in (8) and (9) by SPT1 and SPT2, respectively.

2.6 Standardized likelihood ratio test

A standardization of LLRT statistic, Λ, using the mean and variance of this test statistic
has been defined as

  
Λ − μΛ
SL L = 2 (k − 1) √ + k − 1,
νΛ

where μΛ and νΛ are the mean and variance of Λ given in Lemma 1. This is known as
SLRT statistic and was used by Krishnamoorthy and Oral (2017) to compare several
log-normal means. Likewise, it was used by Gökpınar (2018) to test the equality
of inverse Gaussian scale parameters. Under H0 , S L L has an approximate chi-square
distribution with k −1 degrees of freedom, and therefore, at level γ , the null hypothesis
is rejected when S L L > χ(k−1),γ
2 . We denote this approach by SLRT.

2.7 A generalized p-value test

The concepts of generalized p-value and generalized pivotal quantity have been
introduced by Tsui and Weerahandi (1989) and Weerahandi (1993), respectively.
These concepts are used in some inferences when there are nuisance parameters.
For more details about these concepts and their applications, see Weerahandi (1995).
This approach has been utilized to test the equality of log-normal means (Li 2009),
the equality of coefficient of variations in a multivariate normal distribution (Jafari
2015) and the equality of quantiles of several two-parameter exponential distributions
(Malekzadeh and Jafari 2018). Here, we develop this approach to test the equality of
scale parameters in gamma distributions.
Suppose Ri∗ = log(Ui ) − log(n i t¯i ), where Ui = n i λi T̄i ∼ Ga (τi , 1) , i =
1, . . . , k, and Ui are independent random variables. For a given T̄i = t¯i , the observed
value of Ri∗ is θi = log (λi ). Also, the distribution of the Ri∗ is free of any unknown
parameters when t¯i is known. Hence, Ri∗ is a generalized pivotal quantity for θi .
Now, suppose R = H (R1∗ , . . . , Rk∗ ) , where H = [Ik−1 : −1k−1 ] and Ik−1 is the
identity matrix of order k − 1, and 1k−1 = (1, . . . , 1) . Therefore, R is a generalized

pivotal quantity for H (θ1 , . . . , θk ) . Let T̄ = (T̄1 , . . . , T̄k ) . For a given t̄, the observed

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Comparing scale parameters in several gamma distributions…

value of T̄ , we have
      
µ R = E R| t̄ = H E R1∗ | t̄ , . . . , E Rk∗ | t̄ ,
      
Σ R = Cov R| t̄ = H diag V ar R1∗ | t̄ , . . . , V ar Rk∗ | t̄ H  ,
     
where E Ri∗ | t̄ = ψ (τi ) − log n i t¯i and V ar Ri∗ | t̄ = ψ1 (τi ).
Suppose D 2 = (R − µ R ) Σ R−1 (R − µ R ). Under H0 , D 2 is free of any
unknown parameters, and the observed value of D 2 is equal to d 2 = µR Σ R−1 µ R ,
which is a known constant free of any parameters. Therefore, D 2 is a generalized
test variable. Hence, the generalized p-value is given by

   

P t¯i = P D 2 ≥ d 2  H0 . (10)

It can be shown that

k
2

k
(log(Ui ) − ψ(τi ))2 1  log(Ui ) − ψ (τi )
D =2
− ∗ ,
ψ1 (τi ) ψ ψ1 (τi )
i=1 i=1
k   2 k  
2
 ψ (τi ) − log n i ¯
ti 1  ψ (τi ) − log n i t¯i
d 2 = − ∗ ,
ψ1 (τi ) ψ ψ1 (τi )
i=1 i=1

  
where ψ ∗ = kj=1 ψ 1τ , and H0 is rejected when P t¯i is less than the nominal
1( j )
level γ . We denote this approach by GPVT. It can be shown that the p-value statistic
P(T̄i ) has a uniform distribution on (0, 1) under the null hypothesis, i.e.,
   
P(Cγ |H0 ) = PH0 p t¯i ≤ γ = γ ,

where Cγ is the rejection region. In this case, it is said that the proposed generalized
p-value has exact frequency property. See Liu and Xu (2010) and Chang et al. (2012).
In practice, the generalized p-value in (10) can be estimated using the following
algorithm.

Algorithm 2 Given n i , τi , t¯i , i = 1, . . . , k,

i. Generate Ui ∼ Ga (τi , 1) and compute || D||2 and ||d||2 (replication h).
ii. Let δh = 1 if D 2 ≥ d 2 and otherwise δh  = 0.
M
iii. Repeat steps i and ii a total of M times. Then, h=1 δh /M is a simulated estimate
of the generalized p-value.

2.8 A quadratic test statistic

Similar to the Cochran test statistic (Cochran 1937) for the one-way ANOVA problem,
 
we can propose a quadratic approach to test (1). It can be shown that Z i = log n i T̄i

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 A. A. Jafari, J. Shaabani

has an approximate normal distribution with the mean ψ (τi )−log(λi ) and the variance
ψ1 (τi ). Now, we can define a test statistic based on a quadratic form

−1
Q F = (H Z − H µ Z ) (H Σ H  ) (H Z − H µ Z ) ,

where Z = (Z 1 , . . . , Z k ) , µ Z = (ψ(τ1 ), . . . , ψ(τk )) and Σ = diag(ψ1 (τ1 ), . . . ,

ψ1 (τk )). It can be shown that

k   2 k  
2
 ψ (τi ) − log n i T̄i 1  ψ (τi ) − log n i T̄i
QF = − ∗ ,
ψ1 (τi ) ψ ψ1 (τi )
i=1 i=1


where ψ ∗ = kj=1 ψ 1τ . Also, under the null hypothesis in (1), the test statistic Q F
1( j )
has an approximate chi-square distribution with k − 1 degrees of freedom. Therefore,
H0 is rejected at level γ if Q F > χ(k−1),γ
2 . We denote this approach by QT.
Note that the exact distribution of Q F cannot be obtained easily, unless, the null
distribution of this test statistic does not depend on the unknown parameters, and is
given as

k
2

k
(ψ (τi ) − log (Yi ))2 1  ψ (τi ) − log (Yi )
Q ∗F = − ∗ ,
ψ1 (τi ) ψ ψ1 (τi )
i=1 i=1

where Yi ∼ Ga(τi , 1). Therefore, the quantiles of Q ∗F can be exactly obtained by

Monte Carlo simulation. This exact approach and the generalized approach given in
Sect. 2.7 are the same. Note that the quantiles of Q ∗F can be obtained exactly using
Algorithm 2.

2.9 Bartlett’s test

When testing the equality of scale parameters in gamma distribution one can modify
the LLRT statistic using Bartlett correction (Bartlett 1954). The null distribution of
the LLRT statistic is approximated by a random variable of the form ρχ(k−1)
2 , where
ρ is determined by equating the first moment of ρχ(k−1) and that of Λ. Hence, by
2

some simple algebra, we obtain ρ = μΛ /(k − 1) as a correction factor. Based on this

approximation, H0 is rejected at level γ if Λ > ρχ(k−1),γ
2 . We denote this approach
by BAT.

2.10 Satterthwaite approach

Another modification of the LLRT statistic is chi-square approximation presented by

Satterthwaite (1946). Here, the null distribution of the LLRT statistic is approximated
by a random variable of the form β1 χ(β2 , where β and β are two parameters deter-
2)
1 2
mined via matching the first two moments of β1 χ(β 2 and those of Λ. By using simple
2)

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Comparing scale parameters in several gamma distributions…

algebraic calculations, it can be shown that β1 = νΛ /2μΛ and β2 = 2μ2Λ /νΛ . Based
on this approximation, H0 is rejected at level γ if Λ > β1 χ(β
2
2 ),γ
. Note that μΛ and
νΛ are given in Lemma 1. We denote this approach by SWT.

Remark 3 In this section, it is assumed that the shape parameters are known. In practice,
this does not happen and the shape parameters are unknown. Therefore, the proposed
approaches are applicable by replacing shape parameters with their MLEs.

3 Special cases

When shape parameters are known, testing the equality of scale parameters in several
gamma distributions includes some well-known and interesting problems, which are
given and discussed in this section. Therefore, the approaches proposed in Sect. 2 are
applicable to these problems.

3.1 Equality of scale parameters in two-parameter exponential distribution

Suppose that the ith (i = 1, . . . , k) population follows a two-parameter exponential

distribution with location parameter μi and scale parameter σi > 0 whose pdf is
 
1 x − μi
f E (x) = exp − , x > μi . (11)
σi σi

When μi ’s are unknown, the problem of interest is to test the equality of scale param-
eters, that is
H0 : σ1 = · · · = σk . (12)
Below, we show that the approaches proposed in Sect. 2 are applicable to testing this
hypothesis under some sampling schemes such as double Type-II censoring, progres-
sive Type-II censoring, and K-record values. Nagarsenker and Nagarsenker (1986)
used the Mellin transform method, and Kharrati-Kopaei and Malekzadeh (2019) used
the Mellin transform and Jacobi expansion methods to test the hypothesis in (12) under
some sampling methods.
Note that the proposed approaches are applicable to testing the equality of shape
b
b+1 , x > a , b > 0.
parameters in several Pareto distributions with the pdf f P (x) = xba

3.1.1 Double type-II censoring

Suppose X i(ri +1) ≤ X i(ri +2) ≤ · · · ≤ X i(m i −si ) , i = 1, . . . , k, is a double censored

sample from the pdf in (11), where ri observations have been censored from  the leftand
si observations have been censored from the right. It is well-known that μ̂i D , σ̂i D is a
i −ri
complete sufficient statistic for (μi , σi ), where μ̂i D = X i(ri +1) + σ̂i D log m m and
 m i −ri −si
i

σ̂i D = m i −ri −si ( j=1

1
X i(ri + j) + si X i(m i −si ) − (m i − ri ) X i(ri +1) ) (see Balakr-
ishnan 1990). Also, X i(ri +1) and σ̂i D are independent, where 2 (m i − ri − si ) σ̂i D /σi

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 A. A. Jafari, J. Shaabani

has a chi-square distribution with 2 (m i − ri − si − 1) degrees of freedom (Cheng et al.

2013). If we set T̄i = (m i − ri − si )σ̂i D , n i = 1, λi = 1/σi and τi = m i − ri − si − 1,
then, we can test the null hypothesis in (12) using the approaches of Sect. 2.

Remark 4 If ri = 0 then double Type-II censoring becomes Type II censoring, and if

ri = si = 0, then double Type-II censoring will be a complete sample.

3.1.2 Progressive type-II censoring

Here, we consider data from m i units obtained with progressive Type II right censoring
using a two-parameter exponential distribution. Suppose X i(1) , . . . , X i(li ) is a progres-
sive Type II right censored sample with the censoring scheme Ri1 , Ri2 , .. . , Rili from 
the pdf in (11). It is shown by Viveros and Balakrishnan (1994) that μ̂i P , σ̂i P is
a complete sufficient statistic for the vector parameter (μi , σi ), where μ̂i p = X i(1)
i
and σ̂i P = l1i lj=1 (Ri j + 1)(X i( j) − X i(1) ). Also, μ̂i P and σ̂i P are independent,
where 2li σ̂i P /σi has a chi-square distribution with 2li − 2 degrees of freedom. The
approaches of Sect. 2 are applicable to testing the null hypothesis in (12) by considering
T̄i = li σ̂i P , n i = 1, λi = 1/σi , and τi = li − 1.

3.1.3 K-record values

Upper K -record value has been introduced as a generalization of record value by

Dziubdziela and Kopocinski (1976). This process is defined in terms of the K th largest
X yet to be seen. As a formal definition, we consider the definition in Arnold et al.
(1998), page 43, in the continuous case. Suppose X i:m denotes the ith order statistic
in a sample of size m. For a fixed positive integer K , the sequence of K -record times
{Tn } is defined as

T1(K ) = K ,
 
Tn(K ) = min j : j > Tn−1(K ) , X j > X Tn−1(K ) −K +1:Tn−1(K ) , n = 2, 3, . . . .

Therefore, the sequence of K -record value is Rn(K ) = X Tn(K ) −k+1:Tn(K ) , n = 1, 2, . . ..

Based on the definition, the first K -record is the first smallest observation in a finite
sequence X 1 , . . . , X K , i.e., R1(K ) = X 1:K . When K = 1, the K -record becomes the
usual upper record.
Suppose that the first li upper K -records R  i1(k) , . . . , Rili (K ) are observed from the
pdf in (11). It is well-known that μ̂i K , σ̂i K is a complete sufficient statistic for the
vector parameter (μi , σi ), where μ̂i K = Ri1(K ) and σ̂i K = lki (Rili (K ) − Ri1(K ) ). Also,
μ̂i K and σ̂i K are independent variables, where 2li σ̂ i K /σi has a chi-square distribution
with 2li − 2 degrees of freedom (Ahmadi and Doostparast 2008). If T̄i = σ̂i K , n i = 1,
λi = 1/σi , and τi = li − 1, then, we can test the null hypothesis in (12) using the
methods of Sect. 2.

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Comparing scale parameters in several gamma distributions…

3.2 Equality of variances in normal populations

Let X i1 , . . . , X im i be a random sample of size m i from N (μi , σi2 ), i = 1, . . . , k,

where μi and σi2 are unknown. In one-way ANOVA, testing the hypothesis

H0 : σ12 = · · · = σk2 , (13)

is a very important problem. This assumption is known as the homogeneity of variances

and has been frequently investigated in the literature. The proposed approaches in
Sect. 2 can be used to test the hypothesis in (13) by putting T̄i = (m i − 1)Si2 /2,
k
n i = 1, λi = 1/σi2 and τi = (m i − 1) /2, where Si2 = i=1 (X i j − X̄ i )/(m i − 1) and
k
X̄ i = i=1 X i j /m i , i = 1, . . . , k.
To test H0 in (13), the generalized p-value approach (given in Sect. 2.7) was used
by Liu and Xu (2010), and the SLRT (given in Sect. 2.6)was employed by Gökpınar
(2017). Also, the CAT proposed by Gökpınar and Gökpınar (2017), the parametric
bootstrap approach proposed by Chang et al. (2017) and the exact approach proposed
in Sect. 2.1 are the same, although these approaches have been derived in different
manners.

3.3 Equality of scale-like parameters in inverse Gaussian distribution

Let X i1 , . . . , X im i be a random sample of size m i from inverse Gaussian distribution

with the following pdf:

 1

λi 2 λi
f I G (x) = exp − 2 (x − μi ) , x > 0,
2
2π x 3 2μi x

where μi > 0 is the mean parameter and λi > 0 is the scale-like parameter (i =
1, . . . , k). Here, μi ’s and λi ’s are unknown. Consider testing the homogeneity of
scale-like parameters, i.e.,
H0 : λ1 = · · · = λk . (14)
 i
If T̄i = Vi /2, n i = 1 and τi = (m i − 1) /2, where Vi = mj=1 (X i−1 −1
j − X̄ i ) and
k
X̄ i = i=1 X i j /m i , then, we can use the proposed approaches in Sect. 2 to test the
equality of scale-like parameters in inverse Gaussian distributions.
To test H0 in (14), a Bartlett’s test has been given by Chhikara and Folks (1989),
pages 96, 97. The exact approach and SLRT have been applied by Sadooghi-Alvandi
and Malekzadeh (2013) and Gökpınar (2018), respectively. The generalized likelihood
ratio approach proposed by Liu and He (2013) is equivalent to the exact approach given
in Sect. 2.1.

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 A. A. Jafari, J. Shaabani

Table 1 The empirical size of the tests for k = 2

α1 , α2 0.5, 0.5 0.5, 5

n1 , n2 5, 5 5, 10 5, 20 10, 5 20, 20 26, 26 5, 5 5, 10 5, 20 10, 5 20, 20 26, 26

BT 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050
ET 0.050 0.050 0.051 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050
LRT 0.061 0.059 0.058 0.059 0.053 0.052 0.058 0.058 0.058 0.054 0.052 0.051
MTT 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.051 0.050 0.050 0.050 0.050
JET 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050
CF1 0.047 0.044 0.044 0.045 0.045 0.045 0.045 0.047 0.049 0.046 0.049 0.051
CF2 0.051 0.051 0.051 0.051 0.051 0.051 0.051 0.051 0.051 0.051 0.051 0.052
SPT1 0.049 0.049 0.049 0.049 0.050 0.050 0.049 0.049 0.049 0.050 0.050 0.050
SPT2 0.048 0.048 0.047 0.048 0.048 0.048 0.047 0.047 0.047 0.048 0.049 0.048
SLRT 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050
GPVT 0.050 0.050 0.051 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050
QT 0.053 0.051 0.049 0.051 0.051 0.050 0.048 0.047 0.047 0.049 0.050 0.049
BAT 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050
SWT 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050

α1 , α2 0.5, 1 0.5, 0.1

BT 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050
ET 0.050 0.051 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050
LRT 0.059 0.058 0.058 0.056 0.052 0.052 0.081 0.070 0.063 0.081 0.060 0.058
MTT 0.050 0.051 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050
JET 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050
CF1 0.044 0.044 0.045 0.044 0.046 0.047 0.053 0.050 0.050 0.048 0.044 0.044
CF2 0.051 0.051 0.051 0.052 0.051 0.052 0.049 0.049 0.050 0.049 0.051 0.051
SPT1 0.049 0.049 0.049 0.049 0.050 0.050 0.049 0.048 0.048 0.049 0.049 0.049
SPT2 0.048 0.047 0.047 0.048 0.048 0.048 0.048 0.047 0.047 0.048 0.048 0.048
SLRT 0.050 0.050 0.050 0.050 0.050 0.050 0.051 0.050 0.051 0.051 0.050 0.050
GPVT 0.050 0.051 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050
QT 0.051 0.049 0.048 0.052 0.050 0.050 0.048 0.050 0.053 0.047 0.048 0.049
BAT 0.050 0.050 0.050 0.050 0.050 0.050 0.047 0.048 0.050 0.047 0.050 0.050
SWT 0.050 0.050 0.050 0.050 0.050 0.050 0.051 0.050 0.051 0.051 0.050 0.050

4 Simulation study

In this section, we examine the performance of the proposed approaches based on

empirical sizes and powers using Monte Carlo simulation at a 0.05 nominal level. For
different configurations of the sample sizes, n i , with k = 2 and 4, random samples are
generated from gamma distributions with known shape parameters, αi , by considering
1,000,000 replications. To obtain the empirical size of the approaches, we suppose that
all scale parameters are equal to λi = 1, i = 1, . . . , k, without the loss of generality.

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Comparing scale parameters in several gamma distributions…

Table 2 The empirical size of the tests for k = 4

α1 , . . . , α4 0.5, 0.5, 0.5, 0.5 0.5, 0.5, 0.5, 5

n1 , n2 5, 5 5, 5 5, 5 5, 20 20, 20 41, 17 5, 5 5, 5 5, 5 5, 20 20, 20 41, 17
n3 , n4 5, 5 5, 10 5, 20 20, 20 20, 20 4, 3 5, 5 5, 10 5, 20 20, 20 20, 20 4, 3

ET 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050
LRT 0.065 0.063 0.062 0.057 0.054 0.062 0.062 0.062 0.062 0.056 0.053 0.059
MTT 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.499 0.050
JET 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050
CF1 0.050 0.049 0.049 0.049 0.049 0.049 0.049 0.049 0.050 0.050 0.049 0.049
CF2 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050
SPT1 0.050 0.050 0.050 0.050 0.050 0.049 0.050 0.050 0.050 0.050 0.050 0.050
SPT2 0.049 0.049 0.050 0.049 0.050 0.049 0.050 0.049 0.049 0.049 0.050 0.050
SLRT 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050
GPVT 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.049 0.050
QT 0.060 0.059 0.058 0.055 0.053 0.058 0.058 0.058 0.058 0.054 0.052 0.056
BAT 0.050 0.050 0.050 0.050 0.050 0.049 0.050 0.050 0.050 0.050 0.050 0.049
SWT 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050

α1 , . . . , α4 0.5, 0.5, 0.5, 1 0.4, 0.5, 0.5, 0.5

ET 0.050 0.050 0.050 0.049 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.049
LRT 0.063 0.062 0.062 0.056 0.053 0.057 0.065 0.064 0.063 0.057 0.054 0.062
MTT 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.049
JET 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.049
CF1 0.049 0.049 0.049 0.049 0.049 0.049 0.049 0.049 0.049 0.049 0.049 0.048
CF2 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050
SPT1 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.049
SPT2 0.049 0.050 0.050 0.050 0.049 0.049 0.050 0.050 0.050 0.050 0.050 0.049
SLRT 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.049
GPVT 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050
QT 0.059 0.058 0.058 0.055 0.053 0.055 0.061 0.060 0.059 0.055 0.053 0.058
BAT 0.050 0.050 0.050 0.050 0.050 0.050 0.049 0.050 0.049 0.050 0.050 0.049
SWT 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050 0.050

As a choice of parameters, we also suppose the parameters of examples 1 and 2. Note

that the beta approach (B) is applicable for k = 2. Also, with M = 1, 000, 000,
Algorithms 1 and 2 are used for the exact approach based on LRT and the generalized
approach, respectively.
The results for the empirical size of the tests are presented in Tables 1 and 2. Based
on the results, the following conclusions can be drawn:

i. The empirical size of ET, MTT, JET, CF2, SLRT, GPVT, and SWT is close to the
nominal level.

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 A. A. Jafari, J. Shaabani

Table 3 The empirical power of the tests for k = 2 with (λ1 , λ2 ) = (0.1, 1)

α1 , α2 0.5, 0.5 0.5, 5

n1 , n2 5, 5 5, 10 5, 20 10, 5 20, 20 26, 26 5, 5 5, 10 5, 20 10, 5 20, 20 26, 26

BT 0.639 0.822 0.890 0.729 0.999 1.000 0.920 0.929 0.933 0.992 1.000 1.000
ET 0.637 0.801 0.869 0.765 0.999 1.000 0.901 0.911 0.916 0.990 1.000 1.000
LRT 0.677 0.818 0.877 0.793 0.999 1.000 0.907 0.916 0.920 0.990 1.000 1.000
MTT 0.638 0.802 0.868 0.765 0.999 1.000 0.902 0.910 0.915 0.991 1.000 1.000
JET 0.639 0.801 0.868 0.764 0.999 1.000 0.902 0.911 0.916 0.990 1.000 1.000
CF1 0.625 0.789 0.860 0.742 0.998 1.000 0.898 0.909 0.915 0.989 1.000 1.000
CF2 0.640 0.803 0.869 0.767 0.999 1.000 0.902 0.912 0.916 0.990 1.000 1.000
SPT1 0.632 0.798 0.867 0.759 0.999 1.000 0.901 0.910 0.915 0.990 1.000 1.000
SPT2 0.628 0.796 0.865 0.755 0.998 1.000 0.900 0.910 0.914 0.990 1.000 1.000
SLRT 0.640 0.801 0.868 0.765 0.999 1.000 0.902 0.911 0.916 0.990 1.000 1.000
GPVT 0.637 0.789 0.855 0.778 0.999 1.000 0.888 0.898 0.902 0.989 1.000 1.000
QT 0.649 0.792 0.852 0.781 0.999 1.000 0.884 0.893 0.898 0.989 1.000 1.000
BAT 0.638 0.801 0.868 0.764 0.999 1.000 0.901 0.911 0.916 0.990 1.000 1.000
SWT 0.640 0.801 0.868 0.765 0.999 1.000 0.902 0.911 0.916 0.990 1.000 1.000

α1 , α2 0.5, 1 0.5, 0.1

BT 0.822 0.890 0.916 0.933 1.000 1.000 0.120 0.265 0.540 0.125 0.715 0.865
ET 0.801 0.869 0.896 0.932 1.000 1.000 0.126 0.276 0.556 0.133 0.728 0.875
LRT 0.818 0.877 0.903 0.939 1.000 1.000 0.201 0.357 0.607 0.211 0.770 0.895
MTT 0.800 0.869 0.896 0.932 1.000 1.000 0.124 0.276 0.558 0.133 0.728 0.872
JET 0.801 0.868 0.896 0.933 1.000 1.000 0.124 0.276 0.557 0.134 0.729 0.875
CF1 0.789 0.860 0.891 0.925 1.000 1.000 0.133 0.278 0.545 0.128 0.696 0.855
CF2 0.803 0.869 0.897 0.934 1.000 1.000 0.124 0.273 0.557 0.131 0.731 0.877
SPT1 0.798 0.867 0.896 0.932 1.000 1.000 0.122 0.268 0.549 0.130 0.721 0.871
SPT2 0.796 0.865 0.894 0.930 1.000 1.000 0.121 0.264 0.544 0.128 0.715 0.867
SLRT 0.801 0.868 0.896 0.933 1.000 1.000 0.129 0.280 0.558 0.136 0.729 0.875
GPVT 0.789 0.855 0.883 0.932 1.000 1.000 0.149 0.306 0.564 0.155 0.758 0.891
QT 0.792 0.852 0.879 0.934 1.000 1.000 0.143 0.308 0.576 0.147 0.751 0.888
BAT 0.801 0.868 0.896 0.933 1.000 1.000 0.118 0.273 0.556 0.125 0.727 0.875
SWT 0.801 0.868 0.896 0.933 1.000 1.000 0.128 0.279 0.558 0.136 0.729 0.875

ii. In all cases considered, the empirical size of the LRT is larger than the nominal
level, and it increases when the number of populations increases. The empirical
size of the LRT decreases when the sample sizes increase. In fact, it is a liberal
test. Also, the empirical size of the LRT is larger than the empirical size of all
other approaches.
iii. In most cases, the empirical size of CF1 is smaller than the nominal level. However,
it can be larger than the nominal level especially when the number of populations
and shape parameters is small.

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Comparing scale parameters in several gamma distributions…

Table 4 The empirical power of the tests for k = 2 with (λ1 , λ2 ) = (1, 0.1)

α1 , α2 0.5, 0.5 0.5, 5

n1 , n2 5, 5 5, 10 5, 20 10, 5 20, 20 26, 26 5, 5 5, 10 5, 20 10, 5 20, 20 26, 26

BT 0.640 0.731 0.789 0.822 0.999 1.000 0.830 0.845 0.853 0.996 1.000 1.000
ET 0.638 0.766 0.843 0.802 0.999 1.000 0.889 0.906 0.914 0.998 1.000 1.000
LRT 0.679 0.794 0.865 0.818 0.999 1.000 0.909 0.924 0.932 0.998 1.000 1.000
MTT 0.639 0.765 0.842 0.801 0.999 1.000 0.890 0.905 0.913 0.998 1.000 1.000
JET 0.640 0.766 0.842 0.802 0.999 1.000 0.890 0.906 0.914 0.998 1.000 1.000
CF1 0.626 0.743 0.818 0.789 0.998 1.000 0.875 0.898 0.911 0.997 1.000 1.000
CF2 0.641 0.768 0.844 0.803 0.999 1.000 0.892 0.908 0.916 0.998 1.000 1.000
SPT1 0.633 0.759 0.836 0.798 0.999 1.000 0.885 0.902 0.910 0.998 1.000 1.000
SPT2 0.628 0.754 0.832 0.796 0.998 1.000 0.881 0.898 0.907 0.997 1.000 1.000
SLRT 0.641 0.766 0.842 0.802 0.999 1.000 0.890 0.906 0.915 0.998 1.000 1.000
GPVT 0.638 0.779 0.859 0.790 0.999 1.000 0.907 0.923 0.931 0.998 1.000 1.000
QT 0.650 0.782 0.856 0.792 0.999 1.000 0.902 0.917 0.924 0.998 1.000 1.000
BAT 0.639 0.765 0.841 0.801 0.999 1.000 0.889 0.905 0.914 0.998 1.000 1.000
SWT 0.641 0.766 0.842 0.802 0.999 1.000 0.890 0.906 0.914 0.998 1.000 1.000

α1 , α2 0.5, 1 0.5, 0.1

BT 0.731 0.789 0.823 0.933 1.000 1.000 0.268 0.415 0.597 0.326 0.811 0.909
ET 0.766 0.843 0.882 0.933 1.000 1.000 0.264 0.418 0.595 0.325 0.810 0.890
LRT 0.794 0.865 0.902 0.939 1.000 1.000 0.331 0.476 0.635 0.380 0.823 0.898
MTT 0.765 0.842 0.883 0.933 1.000 1.000 0.264 0.417 0.594 0.324 0.811 0.891
JET 0.766 0.842 0.882 0.933 1.000 1.000 0.264 0.417 0.595 0.324 0.810 0.890
CF1 0.743 0.818 0.864 0.925 1.000 1.000 0.271 0.419 0.585 0.320 0.800 0.884
CF2 0.768 0.844 0.884 0.934 1.000 1.000 0.263 0.415 0.595 0.323 0.811 0.891
SPT1 0.759 0.836 0.877 0.932 1.000 1.000 0.268 0.414 0.582 0.327 0.805 0.890
SPT2 0.754 0.832 0.873 0.930 1.000 1.000 0.266 0.411 0.577 0.325 0.803 0.889
SLRT 0.766 0.842 0.882 0.933 1.000 1.000 0.268 0.420 0.595 0.326 0.810 0.890
GPVT 0.779 0.859 0.900 0.933 1.000 1.000 0.149 0.373 0.588 0.169 0.787 0.887
QT 0.782 0.856 0.894 0.935 1.000 1.000 0.136 0.375 0.597 0.149 0.781 0.876
BAT 0.765 0.841 0.881 0.933 1.000 1.000 0.257 0.414 0.593 0.318 0.810 0.890
SWT 0.766 0.842 0.882 0.933 1.000 1.000 0.267 0.420 0.595 0.326 0.810 0.890

iv. There are some cases where the empirical size of SPT1 and SPT2 is smaller than the
nominal level. In fact, these tests are conservative when the number of populations
is small.
v. When the shape parameters are small, the BAT is conservative especially for a large
number of populations. In fact, this test can be used when the shape parameters
are not small.
vi. When the number of populations is large, the empirical size of QT is larger than
the nominal level.

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 A. A. Jafari, J. Shaabani

Table 5 The empirical power of the tests for k = 2 with (λ1 , λ2 ) = (0.001, 0.003)

α1 , α2 0.5, 0.5 0.5, 5

n1 , n2 5, 5 5, 10 5, 20 10, 5 20, 20 26, 26 5, 5 5, 10 5, 20 10, 5 20, 20 26, 26

BT 0.183 0.301 0.395 0.198 0.668 0.784 0.463 0.487 0.499 0.654 0.915 0.962
ET 0.212 0.295 0.365 0.252 0.677 0.790 0.401 0.423 0.434 0.619 0.903 0.957
LRT 0.182 0.271 0.346 0.226 0.668 0.784 0.420 0.441 0.451 0.629 0.905 0.958
MTT 0.182 0.270 0.344 0.225 0.668 0.788 0.400 0.425 0.434 0.619 0.903 0.957
JET 0.183 0.271 0.345 0.226 0.668 0.784 0.402 0.423 0.434 0.619 0.903 0.957
CF1 0.174 0.254 0.327 0.207 0.650 0.773 0.389 0.416 0.431 0.607 0.903 0.957
CF2 0.184 0.273 0.347 0.228 0.673 0.789 0.404 0.425 0.436 0.622 0.905 0.958
SPT1 0.179 0.268 0.341 0.221 0.666 0.783 0.398 0.420 0.431 0.618 0.902 0.957
SPT2 0.176 0.264 0.338 0.217 0.662 0.780 0.395 0.417 0.428 0.614 0.901 0.956
SLRT 0.184 0.271 0.345 0.226 0.668 0.784 0.402 0.423 0.434 0.619 0.903 0.957
GPVT 0.182 0.255 0.317 0.238 0.668 0.784 0.362 0.380 0.389 0.599 0.897 0.954
QT 0.190 0.258 0.312 0.240 0.670 0.786 0.351 0.367 0.375 0.596 0.896 0.953
BAT 0.183 0.270 0.344 0.225 0.668 0.784 0.401 0.423 0.434 0.618 0.903 0.957
SWT 0.184 0.271 0.345 0.226 0.668 0.784 0.402 0.423 0.434 0.619 0.903 0.957

α1 , α2 0.5, 1 0.5, 0.1

BT 0.275 0.344 0.488 0.371 0.806 0.897 0.068 0.095 0.152 0.074 0.210 0.272
ET 0.271 0.346 0.392 0.370 0.802 0.891 0.070 0.098 0.157 0.074 0.207 0.274
LRT 0.295 0.365 0.410 0.391 0.806 0.893 0.113 0.133 0.187 0.117 0.236 0.300
MTT 0.271 0.344 0.390 0.374 0.803 0.893 0.069 0.099 0.157 0.074 0.208 0.274
JET 0.271 0.345 0.391 0.371 0.802 0.891 0.069 0.098 0.157 0.074 0.207 0.274
CF1 0.254 0.327 0.377 0.348 0.793 0.886 0.074 0.099 0.151 0.071 0.187 0.251
CF2 0.273 0.347 0.393 0.375 0.805 0.893 0.069 0.096 0.157 0.073 0.208 0.277
SPT1 0.268 0.341 0.388 0.369 0.801 0.890 0.068 0.094 0.153 0.072 0.203 0.269
SPT2 0.264 0.338 0.385 0.364 0.798 0.888 0.067 0.093 0.150 0.071 0.204 0.265
SLRT 0.271 0.345 0.391 0.371 0.802 0.891 0.072 0.099 0.158 0.075 0.207 0.274
GPVT 0.255 0.317 0.354 0.370 0.797 0.888 0.083 0.110 0.161 0.086 0.227 0.295
QT 0.258 0.312 0.345 0.376 0.797 0.888 0.079 0.110 0.168 0.081 0.222 0.290
BAT 0.270 0.344 0.391 0.371 0.801 0.891 0.066 0.096 0.156 0.069 0.206 0.273
SWT 0.271 0.345 0.391 0.371 0.802 0.891 0.072 0.099 0.158 0.075 0.207 0.274

The results for the empirical power of the tests are given in Tables 3, 4, 5, 6, 7, and 8.
Based on the results, the following conclusions can be drawn:
i. The empirical power of the LRT is larger than other approaches because the empir-
ical size of the LRT is larger than the empirical size of the other approaches.
ii. When the sample sizes are large, all the tests are equally powerful.
iii. Under some scenarios, the ET is more powerful than the GPVT and vice versa.
iv. The empirical power of the MTT, JET, CF2, SLRT, and SWT is the same in most
cases.

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Table 6 The empirical power of the tests for k = 4 with (λ1 , . . . , λ4 ) = (0.1, 1, 0.1, 1)

α1 , . . . , α4 0.5, 0.5, 0.5, 0.5 0.5, 0.5, 0.5, 5

n1 , n2 5, 5 5, 5 5, 5 5, 20 20, 20 41, 17 5, 5 5, 5 5, 5 5, 20 20, 20 41, 17
n3 , n4 5, 5 5, 10 5, 20 20, 20 20, 20 4, 3 5, 5 5, 10 5, 20 20, 20 20, 20 4, 3

ET 0.815 0.906 0.954 1.000 1.000 1.000 0.978 0.984 0.987 1.000 1.000 1.000
LRT 0.847 0.921 0.961 1.000 1.000 1.000 0.981 0.986 0.988 1.000 1.000 1.000
MTT 0.815 0.906 0.954 1.000 1.000 1.000 0.978 0.984 0.987 1.000 1.000 1.000
JET 0.815 0.906 0.954 1.000 1.000 1.000 0.978 0.984 0.987 1.000 1.000 1.000
CF1 0.814 0.904 0.953 1.000 1.000 1.000 0.977 0.984 0.987 1.000 1.000 1.000
CF2 0.815 0.906 0.954 1.000 1.000 1.000 0.978 0.984 0.987 1.000 1.000 1.000
SPT1 0.814 0.905 0.953 1.000 1.000 1.000 0.978 0.984 0.987 1.000 1.000 1.000
SPT2 0.813 0.904 0.953 1.000 1.000 1.000 0.978 0.984 0.987 1.000 1.000 1.000
SLRT 0.815 0.906 0.954 1.000 1.000 1.000 0.978 0.984 0.987 1.000 1.000 1.000
GPVT 0.770 0.870 0.928 1.000 1.000 1.000 0.960 0.969 0.973 1.000 1.000 1.000
QT 0.801 0.888 0.939 1.000 1.000 1.000 0.966 0.974 0.977 1.000 1.000 1.000
BAT 0.814 0.905 0.954 1.000 1.000 1.000 0.978 0.984 0.987 1.000 1.000 1.000
SWT 0.815 0.906 0.954 1.000 1.000 1.000 0.978 0.984 0.987 1.000 1.000 1.000

α1 , . . . , α4 0.5, 0.5, 0.5, 1 0.4, 0.5, 0.5, 0.5

ET 0.906 0.954 0.974 1.000 1.000 1.000 0.794 0.886 0.939 1.000 1.000 0.999
LRT 0.921 0.961 0.978 1.000 1.000 1.000 0.829 0.904 0.947 1.000 1.000 0.999
MTT 0.906 0.954 0.974 1.000 1.000 1.000 0.793 0.886 0.939 1.000 1.000 1.000
JET 0.906 0.954 0.974 1.000 1.000 1.000 0.794 0.886 0.939 1.000 1.000 0.999
CF1 0.904 0.953 0.974 1.000 1.000 1.000 0.793 0.885 0.938 1.000 1.000 0.999
CF2 0.906 0.954 0.974 1.000 1.000 1.000 0.794 0.886 0.939 1.000 1.000 0.999
SPT1 0.905 0.953 0.974 1.000 1.000 1.000 0.792 0.885 0.938 1.000 1.000 0.999
SPT2 0.904 0.953 0.974 1.000 1.000 1.000 0.791 0.885 0.938 1.000 1.000 0.999
SLRT 0.906 0.954 0.974 1.000 1.000 1.000 0.794 0.886 0.939 1.000 1.000 0.999
GPVT 0.870 0.928 0.955 1.000 1.000 1.000 0.738 0.839 0.902 1.000 1.000 0.999
QT 0.888 0.939 0.962 1.000 1.000 1.000 0.773 0.861 0.916 1.000 1.000 0.999
BAT 0.905 0.954 0.974 1.000 1.000 1.000 0.793 0.885 0.938 1.000 1.000 0.999
SWT 0.906 0.954 0.974 1.000 1.000 1.000 0.794 0.886 0.939 1.000 1.000 0.999

v. The empirical power of tests is very low when (λ1 , λ2 ) = (0.1, 1), (α1 , α2 ) =
(0.5, 0.1) and the sample sizes are small. This also occurs for (λ1 , λ2 ) = (1, 0.1).
vi. The empirical power of tests is very low in many cases when (λ1 , λ2 ) =
(0.001, 0.003).

Based on the simulations, we suggest that the ET, MTT, JET, CF2, SLRT, GPVT and
SWT approaches be used to test the equality of scale parameters in several gamma
distributions. Among those, the MTT and JET are fairly complex approaches, while
ET and GPVT are computationally-intensive. Therefore, CF2, SLRT, and SWT are
recommended for their simplicity.

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Table 7 The empirical power of the tests for k = 4 with (λ1 , . . . , λ4 ) = (1, 0.1, 0.1, 0.1)

α1 , . . . , α4 0.5, 0.5, 0.5, 0.5 0.5, 0.5, 0.5, 5

n1 , n2 5, 5 5, 5 5, 5 5, 20 20, 20 41, 17 5, 5 5, 5 5, 5 5, 20 20, 20 41, 17
n3 , n4 5, 5 5, 10 5, 20 20, 20 20, 20 4, 3 5, 5 5, 10 5, 20 20, 20 20, 20 4, 3

ET 0.614 0.634 0.656 0.675 1.000 1.000 0.682 0.694 0.701 0.695 1.000 1.000
LRT 0.549 0.576 0.600 0.643 1.000 1.000 0.627 0.639 0.646 0.665 1.000 1.000
MTT 0.549 0.576 0.600 0.645 1.000 1.000 0.627 0.640 0.645 0.666 1.000 1.000
JET 0.550 0.575 0.600 0.644 1.000 1.000 0.627 0.639 0.646 0.666 1.000 1.000
CF1 0.548 0.571 0.595 0.638 1.000 1.000 0.621 0.635 0.643 0.665 1.000 1.000
CF2 0.550 0.575 0.601 0.644 1.000 1.000 0.627 0.639 0.646 0.667 1.000 1.000
SPT1 0.548 0.575 0.599 0.643 1.000 1.000 0.625 0.637 0.644 0.665 1.000 1.000
SPT2 0.546 0.573 0.598 0.641 1.000 1.000 0.624 0.636 0.643 0.663 1.000 1.000
SLRT 0.550 0.575 0.601 0.644 1.000 1.000 0.627 0.639 0.646 0.666 1.000 1.000
GPVT 0.616 0.655 0.691 0.744 1.000 1.000 0.724 0.738 0.746 0.769 1.000 1.000
QT 0.659 0.692 0.724 0.761 1.000 1.000 0.756 0.770 0.778 0.784 1.000 1.000
BAT 0.548 0.573 0.599 0.643 1.000 1.000 0.625 0.637 0.644 0.666 1.000 1.000
SWT 0.550 0.575 0.601 0.644 1.000 1.000 0.627 0.639 0.646 0.666 1.000 1.000

α1 , . . . , α4 0.5, 0.5, 0.5, 1 0.4, 0.5, 0.5, 0.5

ET 0.634 0.656 0.677 0.681 1.000 1.000 0.435 0.467 0.491 0.604 0.997 1.000
LRT 0.576 0.600 0.621 0.648 1.000 1.000 0.567 0.581 0.602 0.664 0.998 1.000
MTT 0.574 0.600 0.622 0.651 1.000 1.000 0.431 0.465 0.489 0.604 0.997 1.000
JET 0.575 0.600 0.621 0.651 1.000 1.000 0.433 0.465 0.489 0.604 0.997 1.000
CF1 0.571 0.595 0.615 0.646 1.000 1.000 0.441 0.473 0.493 0.598 0.997 1.000
CF2 0.575 0.601 0.622 0.652 1.000 1.000 0.436 0.468 0.490 0.604 0.997 1.000
SPT1 0.575 0.599 0.620 0.651 1.000 1.000 0.430 0.454 0.485 0.590 0.997 1.000
SPT2 0.573 0.598 0.618 0.649 1.000 1.000 0.429 0.453 0.483 0.589 0.997 1.000
SLRT 0.575 0.601 0.621 0.651 1.000 1.000 0.435 0.468 0.490 0.604 0.997 1.000
GPVT 0.655 0.691 0.718 0.752 1.000 1.000 0.399 0.451 0.511 0.687 0.998 1.000
QT 0.692 0.724 0.750 0.768 1.000 1.000 0.498 0.538 0.587 0.724 0.998 1.000
BAT 0.573 0.599 0.620 0.651 1.000 1.000 0.419 0.454 0.479 0.602 0.997 1.000
SWT 0.575 0.601 0.621 0.651 1.000 1.000 0.436 0.469 0.491 0.605 0.997 1.000

5 Real examples

In this section, we illustrate the proposed approaches for testing the equality of scale
parameters of gamma distributions using two real examples. In both cases, parameters
αi are unknown. In order to apply the methodology of the current article, we need
to suppose that these parameters are known. Here, the shape parameters are replaced
by the MLEs. We use the Kolmogorov–Smirnov (KS) test to show that the gamma
distribution is a good fit to each group of data sets. Note that Algorithms 1 and 2 are
used with M = 1, 000, 000.

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Table 8 The empirical power of the tests for k = 4 with (λ1 , . . . , λ4 ) = (0.42, 2.09, 0.22, 2.63)

α1 , . . . , α4 0.5, 0.5, 0.5, 0.5 0.5, 0.5, 0.5, 5

n1 , n2 5, 5 5, 5 5, 5 5, 20 20, 20 41, 17 5, 5 5, 5 5, 5 5, 20 20, 20 41, 17
n3 , n4 5, 5 5, 10 5, 20 20, 20 20, 20 4, 3 5, 5 5, 10 5, 20 20, 20 20, 20 4, 3

ET 0.733 0.854 0.926 1.000 1.000 0.965 0.964 0.974 0.979 1.000 1.000 1.000
LRT 0.772 0.874 0.936 1.000 1.000 0.973 0.968 0.977 0.981 1.000 1.000 1.000
MTT 0.733 0.852 0.926 1.000 1.000 1.000 0.965 0.974 0.979 1.000 1.000 1.000
JET 0.733 0.853 0.926 1.000 1.000 0.965 0.964 0.974 0.979 1.000 1.000 1.000
CF1 0.732 0.852 0.925 1.000 1.000 0.964 0.963 0.974 0.979 1.000 1.000 1.000
CF2 0.733 0.853 0.926 1.000 1.000 0.965 0.964 0.974 0.979 1.000 1.000 1.000
SPT1 0.732 0.852 0.925 1.000 1.000 0.965 0.964 0.974 0.979 1.000 1.000 1.000
SPT2 0.731 0.852 0.925 1.000 1.000 0.965 0.964 0.974 0.979 1.000 1.000 1.000
SLRT 0.733 0.853 0.926 1.000 1.000 0.965 0.964 0.974 0.979 1.000 1.000 1.000
GPVT 0.674 0.808 0.891 1.000 1.000 0.961 0.939 0.953 0.959 1.000 1.000 1.000
QT 0.711 0.831 0.905 1.000 1.000 0.969 0.947 0.960 0.965 1.000 1.000 1.000
BAT 0.732 0.853 0.926 1.000 1.000 0.965 0.964 0.974 0.979 1.000 1.000 1.000
SWT 0.733 0.853 0.926 1.000 1.000 0.965 0.964 0.974 0.979 1.000 1.000 1.000

α1 , . . . , α4 0.5, 0.5, 0.5, 1 0.4, 0.5, 0.5, 0.5

ET 0.854 0.926 0.958 1.000 1.000 0.984 0.759 0.859 0.923 1.000 1.000 0.965
LRT 0.874 0.936 0.964 1.000 1.000 0.987 0.717 0.836 0.911 1.000 1.000 0.955
MTT 0.853 0.925 0.958 1.000 1.000 0.984 0.716 0.836 0.911 1.000 1.000 0.955
JET 0.853 0.926 0.958 1.000 1.000 0.984 0.717 0.836 0.911 1.000 1.000 0.955
CF1 0.852 0.925 0.958 1.000 1.000 0.983 0.716 0.835 0.909 1.000 1.000 0.954
CF2 0.853 0.926 0.958 1.000 1.000 0.984 0.717 0.836 0.911 1.000 1.000 0.955
SPT1 0.852 0.925 0.958 1.000 1.000 0.983 0.715 0.835 0.910 1.000 1.000 0.954
SPT2 0.852 0.925 0.958 1.000 1.000 0.983 0.714 0.834 0.910 1.000 1.000 0.954
SLRT 0.853 0.926 0.958 1.000 1.000 0.984 0.717 0.836 0.911 1.000 1.000 0.955
GPVT 0.808 0.891 0.931 1.000 1.000 0.982 0.651 0.780 0.866 0.999 1.000 0.949
QT 0.831 0.905 0.941 1.000 1.000 0.985 0.690 0.808 0.884 1.000 1.000 0.958
BAT 0.853 0.926 0.958 1.000 1.000 0.984 0.715 0.835 0.910 1.000 1.000 0.955
SWT 0.853 0.926 0.958 1.000 1.000 0.984 0.717 0.836 0.911 1.000 1.000 0.955

Example 1 We consider a data set, which was presented by Simpson (1972) and
obtained from a meteorological study. It was also analyzed by Wang et al. (2019).
The study was based on the radar-evaluated rainfall from 52 south Florida cumulus
clouds, 26 seeded clouds, and 26 control clouds. The sample means for the seeded and
control clouds were 441.9846 and 164.5538, respectively.
Paul and Thiagarajah (1992) tested the equality of shape parameters, showing that
this assumption is not rejected. Using this result, we suppose that the shape parameters,
αi , are equal to α. Based on the log-likelihood function in (2) with αi = α, the MLE
of parameter α is α̂ = 0.576. To test the equality of scale parameters, we suppose that
the α1 = α2 = 0.576. Therefore, the MLEs of parameters λ1 and λ2 are 0.0013 and

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 A. A. Jafari, J. Shaabani

Table 9 The p-values of methods for Example 1

BT ET LRT MTT JET SPT1 SPT2 SLRT GPVT QT BAT SWT

.0083 .0084 .0080 .0085 .0081 .0087 .0090 .0085 .0084 .0076 .0085 .0085

Table 10 The p-values of methods for Example 2

ET LRT MTT JET SPT1 SPT2 SLRT GPVT QT BAT SWT

.0054 .0037 .0053 .0054 .0055 .0056 .0056 .0012 .0035 .0057 .0055

0.0035, respectively. The p-values of KS test for the seeded and control clouds are
0.743 and 0.494, respectively. Therefore, the gamma distribution is a suitable model
for each group of data.
The p-values of the approaches from Sect. 2 for testing the equality of the two scale
parameters are given in Table 9. It can be observed that the p-values are very close to
each other and that the null hypothesis is rejected at the significance level γ = 0.05.
The observed value of the LLRT statistic is equal to 7.0306. Also, the critical values
using CF1 and CF2 are 4.0451 and 3.8499, respectively. Therefore, we have the same
result based on the Cornish–Fisher approach.

Example 2 The data set was obtained from various types of wells in a ground water
monitoring study on the availability of water to neighboring domestic wells near Bel
Air, Harford County, Maryland. Originally, the data set was provided by Duigon and
Cooper (1999) and analyzed by Chang et al. (2011). Built on four topographic settings
(flood plain, hilltop, hillside, and upland), the data sets represent the well yields (in
gallon per minute per foot). The sample means for flood plain, hilltop, hillside, and
upland are 0.9501, 0.2394, 2.2175, and 0.1900, respectively. Here, n 1 = 41, n 2 = 17,
n 3 = 4, and n 4 = 3.
Chang et al. (2011) applied the CAT, showing that the shape parameters are equal.
Based on the log-likelihood function in (2) with αi = α, the MLE of parameter α is
α̂ = 0.472. We also suppose that the shape parameters are known with α1 = · · · =
α4 = 0.472. Therefore, the MLEs of parameters are λ̂1 = 0.4972, λ̂2 = 1.9731,
λ̂3 = 0.2130, and λ̂4 = 2.4863. The p-values of KS test for the four topographic
settings are 0.120, 0.267, 0.560, and 0.973, respectively. Thus, gamma distribution
serves as a good fit to each setting.
The p-values for testing the equality of scale parameters are given in Table 10. The
observed value of the LLRT statistic is equal to 13.4719. Also, the critical values using
CF1 and CF2 are 8.4283 and 8.3718, respectively. It can be observed that except for
LRT, GPVT, and QT, the p-values are very close to each other and the null hypothesis
is rejected at the significance level γ = 0.05.

Acknowledgements The authors are grateful to the Editor in Chief and anonymous referee for their helpful
comments and suggestions to improve this manuscript.

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