Abstract
We obtain the limit distribution of the test statistic of the most powerful invariant test for location families of densities. As an application, we obtain the consistency of this test. From these results similar results are obtained for the test statistic of the most powerful invariant test for scale families.
Information
Published: 1 January 2009
First available in Project Euclid: 2 February 2010
zbMATH: 1243.62021
MathSciNet: MR2797954
Digital Object Identifier: 10.1214/09-IMSCOLL519
Subjects:
Primary:
60F03
,
62F05
Secondary:
62E20
Keywords:
invariant tests
,
most powerful test
,
separate families
Rights: Copyright © 2009, Institute of Mathematical Statistics
