Two Sided Uniformly Most Powerful Test for Pitman Family
Abdolreza Sayyareh, Ghobad Saadat Kia Barmalzan, Abedin Haidari · 2011
The practice for testing one sided hypothesis testing problem exists in the class of all size-α tests when the family of distributions have monoton likelihood ratio. In this paper, we consider the problem of finding a uniformly most powerful test of size-α of the two-sided testing problem. We restrict our attention to testing the parameter of the nonregular Pitman family of densities which are not belonging to the one parameter exponential family of distributions.