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Parametric test for change in a parameter occurring in the density of one-parameter exponential family
Applications of Mathematics, Tome 25 (1980) no. 1, pp. 1-10
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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.
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.
DOI : 10.21136/AM.1980.103833
Classification : 62F03
Keywords: one-parameter exponential family; parameter change; locally average most powerful test; rank test; asymptotic relative efficiency 
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Nguyen, van Huu. Parametric test for change in a parameter occurring in the density of one-parameter exponential family. Applications of Mathematics, Tome 25 (1980) no. 1, pp. 1-10. doi: 10.21136/AM.1980.103833

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[5] J. Hájek Z. Šidák: Theory of Rank Tests. Academia, Praha 1967. | MR

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