Most Stringent Test for Location Parameter of a Random Number from Cauchy Density

Atiq Rehman and Asad Zaman

MPRA Paper from University Library of Munich, Germany

Abstract: We study the test for location parameter of a random number from Cauchy density, focusing on point optimal tests. We develop analytical technique to compute critical values and power curve of a point optimal test. We study the power properties of various point optimal tests. The problem turned out to be different in its nature, in that, the critical value of a test determines the power properties of test. We found that if for given size α and any point θm in alternative space, if the critical value of a point optimal test is 1, the test optimal for that point is the most stringent test.

Keywords: Cauchy density; Power Envelop; Location Parameter; Stringent Test (search for similar items in EconPapers)
JEL-codes: A23 (search for similar items in EconPapers)
Date: 2008-03
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:13492

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