Most Stringent Test for Location Parameter of a Random Number from Cauchy Density
AbstractWe 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 and any point m 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.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 13492.
Date of creation: Mar 2008
Date of revision:
Cauchy density; Power Envelop; Location Parameter; Stringent Test;
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- A23 - General Economics and Teaching - - Economic Education and Teaching of Economics - - - Graduate
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