ON THE TESTING HYPOTHESIS IN UNIFORM FAMILY OF DISTRIBUTIONS WITH NUISANCE PARAMETER

被引：0

作者：

Eftekharian, Abbas ^{[1
]}

Alizadeh, Morad ^{[2
]}

机构：

[1] Univ Hormozgan, Sch Sci, Dept Stat, POB 3995, Bandar Abbas, Iran

[2] Persian Gulf Univ, Dept Stat, Bushehr 75169, Iran

来源：

MATHEMATICA SLOVACA | 2021年 / 71卷 / 05期

关键词：

Generalized likelihood ratio test; nuisance parameter; one-sided hypothesis; two-sided hypothesis; uniform distribution; uniformly most powerful test;

D O I：

10.1515/ms-2021-0054

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

The problem of finding optimal tests in the family of uniform distributions is investigated. The general forms of the uniformly most powerful and generalized likelihood ratio tests are derived. Moreover, the problem of finding the uniformly most powerful unbiased test for testing two-sided hypothesis in the presence of nuisance parameter is investigated, and it is shown that such a test is equivalent to the generalized likelihood ratio test for the same problem. The simulation study is performed to evaluate the performance of power function of the tests. (C) 2021 Mathematical Institute Slovak Academy of Sciences

引用

页码：1309 / 1318

页数：10

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