Hypothesis testing of the location and scale parameters using order statistics

DOI10.1016/0167-7152(84)90016-6MaRDI QIDQ801417zbMATH OpenOpenAlexFDO

Authors Smiley W. Cheng

Publication date 1984

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(84)90016-6

zbMATH Keywords

asymptotically best linear unbiased estimateasymptotically most powerful testcensoringnoncentral chi-squared distributionselected order statistics

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10)

Review text

An asymptotically most powerful test of the null hypothesis \(H_ 0: \mu =\mu_ 0\), \(\sigma =\sigma_ 0\) versus the alternative hypothesis \(H_ 1: \mu =\mu_ 1\), \(\sigma =\sigma_ 1\) 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.

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Cites work

• A density-quantile function approach to optimal spacing selection
• A quantile domain perspective on the relationships between optimal grouping, spacing and stratification problems
• A Unified Approach to Choosing Optimum Quantiles for the ABLE's
• scientific article; zbMATH DE number 3221838 (Why is no real title available?)
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• scientific article; zbMATH DE number 3068839 (Why is no real title available?)
• On Some Useful "Inefficient" Statistics

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• The existence of a test with the largest order of consistency in the case of a two-sided gamma type distribution
• Parametric location-scale and scale trend tests based on Levene's transformation
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• scientific article; zbMATH DE number 3982288 (Why is no real title available?)
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• Posterior computations based on sample quantiles: one- and two-parameter exponential cases
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