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 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 |
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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: | Atiq-ur- Rehman |

Date Deposited: | 20 Feb 2009 08:41 |

Last Modified: | 26 Sep 2019 18:16 |

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URI: | https://mpra.ub.uni-muenchen.de/id/eprint/13492 |