IDEAS home Printed from https://ideas.repec.org/p/pra/mprapa/13492.html
   My bibliography  Save this paper

Most Stringent Test for Location Parameter of a Random Number from Cauchy Density

Author

Listed:
  • Atiq-ur-Rehman, Atiq-ur-Rehman
  • Zaman, Asad

Abstract

We study the test for location parameter of a random number from Cauchy density, focusing on point optimal tests. We develop analytical technique to compute critical values and power curve of a point optimal test. We study the power properties of various point optimal tests. The problem turned out to be different in its nature, in that, the critical value of a test determines the power properties of test. We found that if for given size α and any point θm in alternative space, if the critical value of a point optimal test is 1, the test optimal for that point is the most stringent test.

Suggested Citation

  • Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2008. "Most Stringent Test for Location Parameter of a Random Number from Cauchy Density," MPRA Paper 13492, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:13492
    as

    Download full text from publisher

    File URL: https://mpra.ub.uni-muenchen.de/13492/1/MPRA_paper_13492.pdf
    File Function: original version
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Maxwell L. King & Sivagowry Sriananthakumar, 2015. "Point Optimal Testing: A Survey of the Post 1987 Literature," Monash Econometrics and Business Statistics Working Papers 5/15, Monash University, Department of Econometrics and Business Statistics.

    More about this item

    Keywords

    Cauchy density; Power Envelop; Location Parameter; Stringent Test;
    All these keywords.

    JEL classification:

    • A23 - General Economics and Teaching - - Economic Education and Teaching of Economics - - - Graduate

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:13492. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Joachim Winter (email available below). General contact details of provider: https://edirc.repec.org/data/vfmunde.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.