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Testing a tolerance hypothesis by means of an information distance. (English) Zbl 0727.62027
Summary: A test of hypothesis \(\mu +c\sigma \leq M\), \(\mu\)-c\(\sigma\geq m\) on parameters of the normal distribution is presented, and explicit formulas for critical regions are derived for finite sample sizes. The asymptotic null distribution of the test statistic is investigated under the assumption, that the true distribution possesses the fourth moment.

MSC:
62F03 Parametric hypothesis testing
62E20 Asymptotic distribution theory in statistics
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References:
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