On the distribution of lrt for testing the equality of exponential distributions
In this paper, an asymptotic expansion of the distribution' of the likelihood ratio criterion for testing the equality of p one-parameter exponential distributions is obtained for unequal sample sizes. The expansion is obtained up to the order of n-3 with the second term of the order of n-2 so that the first term of this expansion alone should provide an excellent approximation to the distribution for moderately large values of n, where n is the combined sample size.