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Test of Laplace location based on two-sided gauging. (English) Zbl 0844.62019

Mukherjee, S. P. (ed.) et al., Essays on probability and statistics. Festschrift in honour of Professor Anil Kumar Bhattacharyya. Calcutta: Presidency College, Dept. of Statistics, 240-258 (1994).
Summary: A test of location for Laplace’s double exponential distribution with known scale against two-sided shifts has been suggested on the basis of a pair of symmetrical gauges with optimised gauging proportions. A curtailed inverse sampling scheme has been suggested for the operation of this test, and it has been shown that the scheme results in a substantial saving in the average amount of inspection. The performance of the proposed test has been compared with the sign test, which has been shown by E. L. Lehman [Testing statistical hypothesis. (1959; Zbl 0089.14102)] to be locally most powerful, in respect of both power and average amount of inspection. It has been demonstrated that although the sign test performs better in a close vicinity of the hypothesised value of the location parameter, the proposed test surpasses the former even for moderate shifts, and also on the average.
For the entire collection see [Zbl 0834.00064].

MSC:

62F03 Parametric hypothesis testing

Citations:

Zbl 0089.14102
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