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Hypothesis testing of the location and scale parameters using order statistics

Author

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  • Cheng, Smiley W.

Abstract

An asymptotically most powerful test of the null hypothesis H0: [mu] = [mu]0, [sigma] = [sigma]0 versus the alternative hypothesis H1: [mu] = [mu]1, [sigma] = [sigma]1 using a few selected order statistics is derived in this paper. The order statistics are chosen from a large complete or censored (singly-censored, doubly-censored, or multiply-censored) sample taken from a distribution with probability density function of the form (1/[sigma])f[(X - [mu])/[sigma]], where [mu] and [sigma] are location and scale parameters respectively.

Suggested Citation

  • Cheng, Smiley W., 1984. "Hypothesis testing of the location and scale parameters using order statistics," Statistics & Probability Letters, Elsevier, vol. 2(4), pages 207-210, August.
    • Handle: RePEc:eee:stapro:v:2:y:1984:i:4:p:207-210
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    Cited by:

    1. Fernandez, Arturo J., 2006. "Bounding maximum likelihood estimates based on incomplete ordered data," Computational Statistics & Data Analysis, Elsevier, vol. 50(8), pages 2014-2027, April.

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