On testing a shape parameter in the presence of a location and a scale parameter
Authors:
Martin A.J. Van Montfort a;
Albert Otten a
| Affiliation: | a Dept.of Mathematics, Agricultural University, Wageningen, Netherlands |
DOI:
10.1080/02331887808801411
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
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Abstract
A test on a shape parameter in the presence of two nuisance parameters (a location parameter μ and a scale parameter σ)is proposed. Explicit formulas and approximations are given for three applications where the general and restricted distributions are:Student-vs-Gauss-distribution, λ-vs logistic distribution, and type Iior III vs. type I distribution of largest extremes. The last application can be translated in to the situation of smallest extremes;a numerical example is given in which the hypothesis to be tested states that the data come from a 2-parameter weibull distribution.
Critical values of the test and its power for some alternatives are obtained by simulation methods. |
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