The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter

International Econometric Review -Cilt 9, Sayı 1
Sayfalar: 1-20

Yazarlar

Arif Zaman

Professor of Statistics and Mathematics, Lahore University of Management Science, Lahore

Asad Zaman

Vice Chancellor, Pakistan Institute of Development Economics, Islamabad

Atiq ur Rehman

Assistant Professor, Department of Econometrics and Statistics, Pakistan Institute of Development Economics, Islamabad

Özet

Strategies for comparison of alternative tests do not receive much attention in econometrics. The purpose of this paper is to introduce the concept of stringency and illustrate it in the context of a very simple hypothesis testing problem. Systematic use of this concept can be very helpful in evaluating relative performance of tests.

Anahtar Kelimeler

Power EnvelopeLocation ParameterStringent Test

JEL Sınıflandırması

C12

DOI

10.33818/ier.319909

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Dergi Bilgileri

Dergi Adı
International Econometric Review
Cilt / Sayı
9 / 1
Yayın Tarihi
Aralık 2024