Tests for Scale Parameter of Asymmetric Log Laplace Distribution

This article focuses on tests for scale parameter of asymmetric log Laplace distribution when shape parameters are known. The most powerful test is obtained for scale parameter and is compared with the corresponding uniformly most powerful (UMP) test based on distribution of order statistic. A simpl...

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Bibliographic Details
Published inBulletin - Calcutta Statistical Association Vol. 70; no. 2; pp. 96 - 104
Main Authors Khandeparkar, Pradnya P., Dixit, V. U.
Format Journal Article
LanguageEnglish
Published New Delhi, India SAGE Publications 01.11.2018
Subjects
Asymmetric log Laplace distribution
uniformly most powerful test
most powerful test
order statistic
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Summary:This article focuses on tests for scale parameter of asymmetric log Laplace distribution when shape parameters are known. The most powerful test is obtained for scale parameter and is compared with the corresponding uniformly most powerful (UMP) test based on distribution of order statistic. A simple ad hoc test based on sample median is also suggested and is compared with the other two tests. AMS 2000 subject classification: 62F03
ISSN:0008-0683
2456-6462
DOI:10.1177/0008068318803423