Previous |  Up |  Next

Article

Keywords:
hypothesis testing; Fisher information matrix; concentration of the statistical population in prescribed tolerance limits; statistical quality control; normal distribution; explicit formulas for critical regions; finite sample sizes; fourth moment
Summary:
In the paper a test of the hypothesis $\mu+c \sigma \leq M$, $\mu - c \sigma \geq m$ on parameters of the normal distribution is presented, and explicit formulas for critical regions are derived for finite sample sizes. Asymptotic null distribution of the test statistic is investigated under the assumption, that the true distribution possesses the fourth moment.
References:
[1] J. Anděl: Matematická statistika. Praha, SNTL 1978.
[2] H. Cramér: Mathematical Methods of Statistics. Princeton University Press 1946. MR 0016588
[3] C. R. Rao: Linear Statistical Inference and Its Applications. (Czech translation). Praha, Academia 1978.
[4] F. Rublík: On testing hypotheses approximable by cones. Math. Slovaca 39 (1989), 199-213. MR 1018261
[5] F. Rublík: On the two-sided quality control. Apl. Mat. 27 (1982), 87-95. MR 0651047
[6] F. Rublík: Correction to the paper "On the two-sided quality control". Apl. Mat. 34 (1989), 425-428. MR 1026506
Partner of
EuDML logo