Far East Journal of Theoretical Statistics
Volume 68, Issue 2 , Pages 227 - 235
(August 2024) http://dx.doi.org/10.17654/0972086324013 |
|
A NOTE ON TESTING FOR THE FIRST SHAPE PARAMETER IN BETA DISTRIBUTION
Mezbahur Rahman, Md Iftekhar Amin, Chrisantus Bongbeebina and Shree Krishna Nyaupane
|
Abstract: The Beta distribution is widely used in engineering and industrial applications. Hypothesis testing of the one parameter is revisited in the two-parameter Beta distribution when the second parameter is known. The likelihood ratio test is implemented by simulating the distribution of the likelihood ratio statistic under the null hypothesis. A comparative study between the likelihood ratio test, the asymptotic likelihood ratio test, the Wald test, the score test, and the exact test whenever suitable is performed using simulation.
|
Keywords and phrases: maximum likelihood ratio test, Wald test, score test, asymptotic distribution.
Received: February 27, 2024; Accepted: April 11, 2024; Published: June 21, 2024
How to cite this article: Mezbahur Rahman, Md Iftekhar Amin, Chrisantus Bongbeebina and Shree Krishna Nyaupane, A note on testing for the first shape parameter in Beta distribution, Far East Journal of Theoretical Statistics 68(2) (2024), 227-235. https://doi.org/10.17654/0972086324013
This Open Access Article is Licensed under Creative Commons Attribution 4.0 International License ![](/admin/tinymce_uploads/cc pic1.png) ![](/admin/tinymce_uploads/cc pic2.png)
References:
[1] M. Evans, N. Hastings and B. Peacock, Statistical distributions, Wiley Series in Probability and Statistics, John Wiley & Sons, Inc., 2000. [2] R. V. Hogg, J. W. Mckean and A. T. Craig, Introduction to Mathematical Statistics, Ninth Edition, Pearson, 2019. [3] M. Raschke, Empirical behavior of tests for the Beta distribution and their application in environmental research, Stochastic Environmental Research and Risk Assessment 25(1) (2011), 79-89.
|
|
Number of Downloads: 0 | Number of Views: 2 |
|