On the testing hypothesis in uniform family of distributions with nuisance parameter
Autor: | Morad Alizadeh, Abbas Eftekharian |
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Rok vydání: | 2021 |
Předmět: | |
Zdroj: | Mathematica Slovaca. 71:1309-1318 |
ISSN: | 1337-2211 0139-9918 |
DOI: | 10.1515/ms-2021-0054 |
Popis: | 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. |
Databáze: | OpenAIRE |
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