On the power of the sign test for the case of Laplace distribution : An asymptotic approach in testing statistical hypotheses

Roman Korolev

ISBN 10: 3845473851 / ISBN 13: 9783845473857

Edité par LAP LAMBERT Academic Publishing, 2011

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nach der Bestellung gedruckt Neuware - Printed after ordering - In applied economics and science, the popularity of Laplace distribution as a probabilistic model has increased exponentially over the last decades. It had a long way from the first law for the error of measurement to one of the most used models for fitting economical and financial, biometrical and demographic, technological and engineering data. This increased interest from applied sciences motivates the Laplace distribution to be investigated in mathematical statistics and theory of probability. The nonregularity of the Laplace distribution makes known difficulties of its use in problems of testing statistical hypotheses. So, there is no the uniformly most powerful test for testing a simple hypothesis against a complex one-sided alternative for the case of Laplace distribution. In the present work, we use an asymptotic approach to solve a similar problem. We derive a test based on the sign statistic, calculate the deficiency of the test, provide approximations to the power function. Applied scientists can use the results to process their observations. For mathematicians, this book provides fertile ground for further investigations in asymptotic statistics. N° de réf. du vendeur 9783845473857

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Titre : On the power of the sign test for the case ...

Éditeur : LAP LAMBERT Academic Publishing

Date d'édition : 2011

Reliure : Taschenbuch

Etat : Neu

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Synopsis :

In applied economics and science, the popularity of Laplace distribution as a probabilistic model has increased exponentially over the last decades. It had a long way from the first law for the error of measurement to one of the most used models for fitting economical and financial, biometrical and demographic, technological and engineering data. This increased interest from applied sciences motivates the Laplace distribution to be investigated in mathematical statistics and theory of probability. The nonregularity of the Laplace distribution makes known difficulties of its use in problems of testing statistical hypotheses. So, there is no the uniformly most powerful test for testing a simple hypothesis against a complex one-sided alternative for the case of Laplace distribution. In the present work, we use an asymptotic approach to solve a similar problem. We derive a test based on the sign statistic, calculate the deficiency of the test, provide approximations to the power function. Applied scientists can use the results to process their observations. For mathematicians, this book provides fertile ground for further investigations in asymptotic statistics.