Parametric test for change in a parameter occurring in the density of one-parameter exponential family

van Huu Nguyen

Aplikace matematiky (1980)

  • Volume: 25, Issue: 1, page 1-10
  • ISSN: 0862-7940

Abstract

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The problem of testing hypothesis under which the observations are independent, identically distributed against a class of alternatives of regression in a parameter of the one-parameter exponential family is studied. A parametric test for this problem is suggested. The relative efficiency of the parametric test compared to the rank test proposed in the author's preceding paper is also derived.

How to cite

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Nguyen, van Huu. "Parametric test for change in a parameter occurring in the density of one-parameter exponential family." Aplikace matematiky 25.1 (1980): 1-10. <http://eudml.org/doc/15126>.

@article{Nguyen1980,
abstract = {The problem of testing hypothesis under which the observations are independent, identically distributed against a class of alternatives of regression in a parameter of the one-parameter exponential family is studied. A parametric test for this problem is suggested. The relative efficiency of the parametric test compared to the rank test proposed in the author's preceding paper is also derived.},
author = {Nguyen, van Huu},
journal = {Aplikace matematiky},
keywords = {one-parameter exponential family; parameter change; locally average most powerful test; rank test; asymptotic relative efficiency; one-parameter exponential family; parameter change; locally average most powerful test; rank test; asymptotic relative efficiency},
language = {eng},
number = {1},
pages = {1-10},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Parametric test for change in a parameter occurring in the density of one-parameter exponential family},
url = {http://eudml.org/doc/15126},
volume = {25},
year = {1980},
}

TY - JOUR
AU - Nguyen, van Huu
TI - Parametric test for change in a parameter occurring in the density of one-parameter exponential family
JO - Aplikace matematiky
PY - 1980
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 25
IS - 1
SP - 1
EP - 10
AB - The problem of testing hypothesis under which the observations are independent, identically distributed against a class of alternatives of regression in a parameter of the one-parameter exponential family is studied. A parametric test for this problem is suggested. The relative efficiency of the parametric test compared to the rank test proposed in the author's preceding paper is also derived.
LA - eng
KW - one-parameter exponential family; parameter change; locally average most powerful test; rank test; asymptotic relative efficiency; one-parameter exponential family; parameter change; locally average most powerful test; rank test; asymptotic relative efficiency
UR - http://eudml.org/doc/15126
ER -

References

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  1. H. Chernoff S. Zacks, 10.1214/aoms/1177700517, Ann. Math. Stat. 35 (1964), 999-1018. (1964) Zbl0218.62033MR0179874DOI10.1214/aoms/1177700517
  2. Z. Kander S. Zacks, 10.1214/aoms/1177699265, Ann. Math. Stat. 37 (1966), 1196-1210. (1966) Zbl0143.41002MR0202242DOI10.1214/aoms/1177699265
  3. Nguyen-van-Huu, Rank test of hypothesis of randomness against a group of regression alternatives, Apl. mat. 17 (1972), 422 - 447. (1972) Zbl0258.62025MR0315837
  4. C. R. Rao, Linear Statistical Inference and Its Applications, J. Wiley, New York 1965. (1965) Zbl0137.36203MR0221616
  5. J. Hájek Z. Šidák, Theory of Rank Tests, Academia, Praha 1967. (1967) Zbl0161.38102MR0229351

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