| Title:
|
Parametric test for change in a parameter occurring in the density of one-parameter exponential family (English) |
| Author:
|
Nguyen, van Huu |
| Language:
|
English |
| Journal:
|
Aplikace matematiky |
| ISSN:
|
0373-6725 |
| Volume:
|
25 |
| Issue:
|
1 |
| Year:
|
1980 |
| Pages:
|
1-10 |
| Summary lang:
|
English |
| Summary lang:
|
Czech |
| Summary lang:
|
Russian |
| . |
| Category:
|
math |
| . |
| Summary:
|
The problem of testing hypothesis under which the observations are independent, identically distributed against a class of alternatives of regression in a parameter of the one-parameter exponential family is studied. A parametric test for this problem is suggested. The relative efficiency of the parametric test compared to the rank test proposed in the author's preceding paper is also derived. (English) |
| Keyword:
|
one-parameter exponential family |
| Keyword:
|
parameter change |
| Keyword:
|
locally average most powerful test |
| Keyword:
|
rank test |
| Keyword:
|
asymptotic relative efficiency |
| MSC:
|
62F03 |
| idZBL:
|
Zbl 0438.62020 |
| idMR:
|
MR0554087 |
| DOI:
|
10.21136/AM.1980.103833 |
| . |
| Date available:
|
2008-05-20T18:13:25Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/103833 |
| . |
| Reference:
|
[1] H. Chernoff S. Zacks: Estimating the current mean of a normal distribution which is subjected to changes in time.Ann. Math. Stat. 35 (1964), 999-1018. MR 0179874, 10.1214/aoms/1177700517 |
| Reference:
|
[2] Z. Kander S. Zacks: Test procedure for possible changes in parameters of statistical distribution occurring at unknown time point.Ann. Math. Stat. 37 (1966), 1196-1210. MR 0202242, 10.1214/aoms/1177699265 |
| Reference:
|
[3] Nguyen-van-Huu: Rank test of hypothesis of randomness against a group of regression alternatives.Apl. mat. 17 (1972), 422 - 447. Zbl 0258.62025, MR 0315837 |
| Reference:
|
[4] C. R. Rao: Linear Statistical Inference and Its Applications.J. Wiley, New York 1965. Zbl 0137.36203, MR 0221616 |
| Reference:
|
[5] J. Hájek Z. Šidák: Theory of Rank Tests.Academia, Praha 1967. MR 0229351 |
| . |
