Hypothesis testing of the location and scale parameters using order statistics

Smiley W. Cheng

Statistics & Probability Letters, 1984, vol. 2, issue 4, 207-210

Abstract: An asymptotically most powerful test of the null hypothesis H0: [mu] = [mu]0, [sigma] = [sigma]0 versus the alternative hypothesis H1: [mu] = [mu]1, [sigma] = [sigma]1 using a few selected order statistics is derived in this paper. The order statistics are chosen from a large complete or censored (singly-censored, doubly-censored, or multiply-censored) sample taken from a distribution with probability density function of the form (1/[sigma])f[(X - [mu])/[sigma]], where [mu] and [sigma] are location and scale parameters respectively.

Keywords: order; statistics; noncentral; chi-squared; distribution; asymptotically; best; linear; unbiased; estimate (search for similar items in EconPapers)
Date: 1984
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