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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:
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


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