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Keywords:
one-parameter exponential family; parameter change; locally average most powerful test; rank test; asymptotic relative efficiency
one-parameter exponential family; parameter change; locally average most powerful test; rank test; asymptotic relative efficiency
Summary:
The problem of testing hypothesis under which the observations are independent, identically distributed against a class of alternatives of regression in a parameter of the one-parameter exponential family is studied. A parametric test for this problem is suggested. The relative efficiency of the parametric test compared to the rank test proposed in the author's preceding paper is also derived.
References:
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[2] Z. Kander S. Zacks: Test procedure for possible changes in parameters of statistical distribution occurring at unknown time point. Ann. Math. Stat. 37 (1966), 1196-1210. DOI 10.1214/aoms/1177699265 | MR 0202242
[3] Nguyen-van-Huu: Rank test of hypothesis of randomness against a group of regression alternatives. Apl. mat. 17 (1972), 422 - 447. MR 0315837 | Zbl 0258.62025
[4] C. R. Rao: Linear Statistical Inference and Its Applications. J. Wiley, New York 1965. MR 0221616 | Zbl 0137.36203
[5] J. Hájek Z. Šidák: Theory of Rank Tests. Academia, Praha 1967. MR 0229351
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