ON THE TESTING HYPOTHESIS IN UNIFORM FAMILY OF DISTRIBUTIONS WITH NUISANCE PARAMETER, By Morad Alizadeh

Research

Title	ON THE TESTING HYPOTHESIS IN UNIFORM FAMILY OF DISTRIBUTIONS WITH NUISANCE PARAMETER
Type	Article
Keywords	Generalized likelihood ratio test, nuisance parameter, one-sided hypothesis, two-sided hypothesis, uniform distribution, uniformly most powerful test
Journal	Mathematica Slovaca
DOI	10.1515/ms-2021-0054
Researchers	Abbas Eftekharian (First researcher) , Morad Alizadeh (Second researcher)

Abstract

The problem of finding optimal tests in the family of uniform distributions is investi- gated. The general forms of the uniformly most powerful and generalized likelihood ratio tests are derived. Moreover, the problem of finding the uniformly most powerful unbiased test for testing two- sided hypothesis in the presence of nuisance parameter is investigated, and it is shown that such a test is equivalent to the generalized likelihood ratio test for the same problem. The simulation study is performed to evaluate the performance of power function of the tests.