Locally optimal test for simultaneously testing the mean and variance of a normal distribution

DOI10.1080/03610928908830171MaRDI QIDQ3489138zbMATH OpenOpenAlexFDO

Authors Lea Vermeire, Ashis SenGupta

Publication date 1989

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928908830171

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 3246773 (Why is no real title available?)
• Locally Optimal Tests for Multiparameter Hypotheses
• On the Theory of Unbiased Tests of Simple Statistical Hypotheses Specifying the Values of Two or More Parameters

Cited in

(5)

• Local admissibility and local unbiasedness in hypothesis testing problems
• A bivariate normal example where the locally most powerful and distantly most powerful test statistics are beaten everywhere from a median p-value standpoint
• Locally Optimal Tests for Multiparameter Hypotheses
• Local maximin properties of tests in Gaussian shift experiments
• Locally optimal test of normality against skew-normality

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