Accession Number : AD0290541

Title :   A LOCALLY MOST POWERFUL RANK TEST FOR THE LOCATION PARAMETER OF A DOUBLE EXPONENTIAL DISTRIBUTION

Corporate Author : NEW YORK UNIV N Y COURANT INST OF MATHEMATICAL SCIENCES

Personal Author(s) : LASKA,EUGENE

Report Date : OCT 1962

Pagination or Media Count : 1

Abstract : The locally most powerful rank test (L.M.P.R.T.) for the location parameter of the two sided exponential cumulative density function is examined. Comparing this test with the likelihood ratio test and making use of Pittman's definition of asymptotic relative efficiency (A.R.E.) we find that Birnbaum's test is asymptotically efficient. The A.R.E. of the latter to the likelihood ratio test is one for symmetric distribution and otherwise is shown to vary between zero and infinity. (Author)

Descriptors :   *STATISTICAL ANALYSIS, *STATISTICAL TESTS, STATISTICAL DISTRIBUTIONS, STATISTICAL FUNCTIONS

Distribution Statement : APPROVED FOR PUBLIC RELEASE