Far East Journal of Theoretical Statistics

The Far East Journal of Theoretical Statistics publishes original research papers and survey articles in the field of theoretical statistics, covering topics such as Bayesian analysis, multivariate analysis, and stochastic processes.

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ON THE UNIFORMLY MOST POWERFUL TEST FOR THE LOCATION PARAMETER OF AN EXPONENTIAL DISTRIBUTION

Authors

  • Yining Wang
  • Gang Li

Keywords:

uniformly most powerful test, unbiasedness.

DOI:

https://doi.org/10.17654/0972086324009

Abstract

For testing the location parameter $\mu$ of the two parameter exponential model, a broad class of uniformly most powerful unbiased tests for the hypothesis of $\mu=0$ verses $\mu<0$ is derived. Examples are also given to show that for testing this model, there is no uniformly most powerful test for the hypothesis of $\mu=0$ verses either $\mu \neq 0$ or $\mu<0$ as claimed in the literature.

Received: December 26, 2023
Accepted: February 24, 2024

References

D. G. Kabe and A. G. Laurent, On some nuisance parameter free uniformly most powerful tests, Biom. J. 25 (1981), 245-250.

E. L. Lehmann, Theory of Point Estimation, Wiley, New York, 1983.

E. L. Lehmann, Testing Statistical Hypotheses, Wiley, New York, 1986.

E. L. Lehmann and J. P. Romano, Testing Statistical Hypotheses, Springer, New York, 2005.

K. Takeuchi, A note on the test for the location parameter of an exponential distribution, Ann. Math. Statist. 40 (1969), 1838-1839.

Published

2024-03-04

Issue

Section

Articles

How to Cite

ON THE UNIFORMLY MOST POWERFUL TEST FOR THE LOCATION PARAMETER OF AN EXPONENTIAL DISTRIBUTION. (2024). Far East Journal of Theoretical Statistics , 68(1), 157-163. https://doi.org/10.17654/0972086324009

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