Munich Personal RePEc Archive

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

Atiq-ur-Rehman, Atiq-ur-Rehman and Zaman, Asad (2008): Most Stringent Test for Location Parameter of a Random Number from Cauchy Density.

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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  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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