Analysis of nonhomogeneous input data using likelihood ratio test

Performing an accurate input analysis in simulation experimentation basically involves selecting the exact probability distributions of random input variables. Frequently in practice these inputs are not constant over time i.e., the underlying distribution may be affected by their time-dependent parameters. In this paper, we propose an approach that can identify whether or not a set of observations follow an identical distribution in a specific period. The model is formulated in a base of likelihood ratio test in the case that input observations come from nonhomogeneous exponentially random variable. Finally, performance comparisons are explored through simulation studies.