On the testing hypothesis in uniform family of distributions with nuisance parameter

Autor: Morad Alizadeh, Abbas Eftekharian
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