SYNOPTIC ABSTRACT Kozubowski and Podgorski (2003) have discussed properties, characterizations, and estimation of parameters of skew log Laplace distribution (SLLD). In this article, classical optimum tests for scale parameter of… Click to show full abstract
SYNOPTIC ABSTRACT Kozubowski and Podgorski (2003) have discussed properties, characterizations, and estimation of parameters of skew log Laplace distribution (SLLD). In this article, classical optimum tests for scale parameter of SLLD are derived. The most powerful (MP) test is obtained for scale parameter when shape parameters are known. Wald’s sequential probability ratio test (SPRT) is obtained, and its properties are studied. The likelihood ratio tests (LRT) for scale parameter are derived when the shape parameters are known and unknown. Finally, the SPRT and LRT are illustrated to the real life data.
               
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