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Details for article 15 of 26 found articles
| Title: |
Locally optimal test for simultaneously testing the mean and variance of a normal distribution |
| Author: |
Gupta, Ashis Sen Vermeire, Lea |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 18 (1989) nr. 12 pages 4519-4532 |
| Year: |
1989 |
| Contents: |
A generalization of the locally most powerful unbiased (LMPU) test for the single parameter case to the k-parameter case was proposed by SenGupta and Vermeire (1986). In particular we defined a locally most mean power unbiased (LMMPU) test based on the mean curvature of the power hypersurface. Compared to the type C tests of Neyman and Pearson and the type D tests (Isaacson, 1951), LMMPU tests possess better theoretical properties and enjoy ease of construction of critical regions. In this paper we present an interesting example of a two-parameter univariate normal population for which Isaacson (1951, p. 233) was unsuccessful in finding a type D test. For the case of one observation, we prove that no Type D region exists but the LMMPU test is obtained - it is an example of a test with singular Hessian matrix for its power but is nevertheless a strictly locally unbiased (LU) test. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 15 of 26 found articles
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