TESTS FOR SCALE PARAMETER OF THE FAMILY OF LIFETIME DISTRIBUTIONS IN PRESENCE OF A NUISANCE PARAMETER

摘要

This article presents method of constructing tests for the hypothesis on scale parameter B of family of lifetime distributions. Three test statistics Q(tJ), F and g, are proposed. The performance of these statistics, in terms of power, is studied through simulation for different values of scale parameter of generalized Pareto distribution, exponential inverse exponential distribution, generalized inverted half-logistic distribution. For all these distributions, we concluded that the tests Qx and F performs very well on the either side of alternative hypothesis (P < P0 or P > p.