Parametric test for change in a parameter occurring in the density of one-parameter exponential family
Aplikace matematiky (1980)
- Volume: 25, Issue: 1, page 1-10
- ISSN: 0862-7940
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topNguyen, 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
top- H. Chernoff S. Zacks, 10.1214/aoms/1177700517, Ann. Math. Stat. 35 (1964), 999-1018. (1964) MR0179874DOI10.1214/aoms/1177700517
- Z. Kander S. Zacks, 10.1214/aoms/1177699265, Ann. Math. Stat. 37 (1966), 1196-1210. (1966) MR0202242DOI10.1214/aoms/1177699265
- Nguyen-van-Huu, Rank test of hypothesis of randomness against a group of regression alternatives, Apl. mat. 17 (1972), 422 - 447. (1972) Zbl0258.62025MR0315837
- C. R. Rao, Linear Statistical Inference and Its Applications, J. Wiley, New York 1965. (1965) Zbl0137.36203MR0221616
- J. Hájek Z. Šidák, Theory of Rank Tests, Academia, Praha 1967. (1967) MR0229351
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