Displaying similar documents to “A modified Anderson-Darling test for uniformity.”

The behavior of locally most powerful tests

Marek Omelka (2005)

Kybernetika

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The locally most powerful (LMP) tests of the hypothesis H : θ = θ 0 against one-sided as well as two-sided alternatives are compared with several competitive tests, as the likelihood ratio tests, the Wald-type tests and the Rao score tests, for several distribution shapes and for location, shape and vector parameters. A simulation study confirms the importance of the condition of local unbiasedness of the test, and shows that the LMP test can sometimes dominate the other tests only in a very restricted...