THE MOST POWERFUL LOCATION AND SCALE-INVARIANT TEST UNDER THE ASSUMPTION OF SYMMETRY

被引：1
|
作者：
HU, CY [1 ]
机构：
[1] NATL CHANGHUA UNIV EDUC,DEPT BUSINESS EDUC,CHANGHUA 50058,TAIWAN
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1994年 / 23卷 / 01期
关键词：
INVARIANT TEST; SYMMETRICAL DENSITY; SPHERICAL DISTRIBUTION;
D O I：
10.1080/03610929408831237
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A modification is given for the method of derivation of the most powerful location and scale invariant test, which was developed by Hajek and Sidak in 1967. The modification is for the case where the null and alternative hypotheses are assumed to be n-dimensional symmetric densities. An application is given to show that it is worthwhile using the modification when possible. For testing the hypothesis of the family of spherical distributions, a uniformly most power-ful location and scale invariant test statistic is obtained.
引用
收藏
页码：11 / 26
页数：16
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