Abstract: For testing the location parameter μ of the two parameter exponential model, a broad class of uniformly most powerful unbiased tests for the hypothesis of μ = 0 verses μ < 0 is derived. Examples are also given to show that for testing this model, there is no uniformly most powerful test for the hypothesis of μ = 0 verses either μ ≠ 0 or μ < 0 as claimed in the literature.
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Keywords and phrases: uniformly most powerful test, unbiasedness
Received: December 26, 2023; Accepted: February 24, 2024; Published: March 23, 2024
How to cite this article: Yining Wang and Gang Li, On the uniformly most powerful test for the location parameter of an exponential distribution, Far East Journal of Theoretical Statistics 68(1) (2024), 157-163. http://dx.doi.org/10.17654/0972086324009
This Open Access Article is Licensed under Creative Commons Attribution 4.0 International License
References:
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