Locally optimal test for simultaneously testing the mean and variance of a normal distribution

Ashis Sen Gupta Statistics & Applied Probability Program, University of California, Calcutta - INDIA, Santa Barbara, CA, 93106, USAIndian Statistical Institute

Lea Vermeire Department of Mathematics, Catholic University of Leuven, Campus Kortrijk, Kortrijk, B8500, Belgium

References

Ferguson , T.S. 1967 . Mathematical Statistics , New York : Academic Press .
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Isaacson , S.L. 1951 . On the theory of unbiased tests of simple statistical hypothesis specifying the values of two or more parameters . Ann. Math. Statist , 22 : 217 – 234 .
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Sengupta , A. and Vermeire , L. 1986 . Locally optimal tests for multiparameter hypotheses . J. Amer. Statist. Assoc , 81 : 819 – 825 .
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