An asymptotically optimal test for the mean and the variance of a normal distribution

DOI10.1080/03610928208828352zbMath0507.62017OpenAlexW2013275811MaRDI QIDQ4745136

S. K. Perng, Dhanwant S. Gill

Publication date: 1982

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928208828352

zbMATH Keywords

likelihood ratio testmeanvariancenormal distributionBahadur efficiencyone sample testcomparison of testsasymptotically optimal testFisher method of combining independent test statistics

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05)

Cites Work

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• Large-Sample Theory: Parametric Case
• An asymptotically efficient test for the location parameter and the scale parameter of an exponential distribution
• A test for equality of two exponential distributions
• Rates of Convergence of Estimates and Test Statistics

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