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A NOTE ON TESTING FOR THE FIRST SHAPE PARAMETER IN BETA DISTRIBUTION
Keywords:
maximum likelihood ratio test, Wald test, score test, asymptotic distribution.DOI:
https://doi.org/10.17654/0972086324013Abstract
The Beta distribution is widely used in engineering and industrial applications. Hypothesis testing of the one parameter is revisited in the two-parameter Beta distribution when the second parameter is known. The likelihood ratio test is implemented by simulating the distribution of the likelihood ratio statistic under the null hypothesis. A comparative study between the likelihood ratio test, the asymptotic likelihood ratio test, the Wald test, the score test, and the exact test whenever suitable is performed using simulation.
Received: February 27, 2024
Accepted: April 11, 2024
References
M. Evans, N. Hastings and B. Peacock, Statistical distributions, Wiley Series in Probability and Statistics, John Wiley & Sons, Inc., 2000.
R. V. Hogg, J. W. Mckean and A. T. Craig, Introduction to Mathematical Statistics, Ninth Edition, Pearson, 2019.
M. Raschke, Empirical behavior of tests for the Beta distribution and their application in environmental research, Stochastic Environmental Research and Risk Assessment 25(1) (2011), 79-89.
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