AtiqurRehman, AtiqurRehman 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 α and any point θm 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.
Item Type:  MPRA Paper 

Original Title:  Most Stringent Test for Location Parameter of a Random Number from Cauchy Density 
Language:  English 
Keywords:  Cauchy density, Power Envelop, Location Parameter, Stringent Test 
Subjects:  A  General Economics and Teaching > A2  Economic Education and Teaching of Economics > A23  Graduate 
Item ID:  13492 
Depositing User:  Atiqur Rehman 
Date Deposited:  20 Feb 2009 08:41 
Last Modified:  26 Sep 2019 18:16 
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URI:  https://mpra.ub.unimuenchen.de/id/eprint/13492 