CURRENT STATUS: Under Revision by Asadul Islam for Analytical Formulae for the Power Envelope.
TITLE:
Most Stringent Test for Location Parameter of a Random Number from Cauchy Density
ABSTRACT:
We study the test for location parameter of a random number from Cauchy density, focusing on point optimal tests. We develop analytical technique to compute critical values and power curve of a point optimal test. We study the power properties of various point optimal tests. The problem turned out to be different in its nature, in that, the critical value of a test determines the power properties of test. We found that if for given size and any point θm in alternative space, if the critical value of a point optimal test is 1, the test optimal for that point is the most stringent test.
REFERENCE:
Zaman, Asad & Atiq-ur-Rehman, "Most Stringent Test for Location Parameter of a Random Number from Cauchy Density", MPRA Paper No. 13492, posted 18. February 2009 / 18:16
Online at: http://mpra.ub.uni-muenchen.de/13492/