The Beta distribution is widely used in engineering and industrial applications. Hypothesis testing of the one parameter is revisited in the two-parameter Beta distribution when the second parameter is known. The likelihood ratio test is implemented by simulating the distribution of the likelihood ratio statistic under the null hypothesis. A comparative study between the likelihood ratio test, the asymptotic likelihood ratio test, the Wald test, the score test, and the exact test whenever suitable is performed using simulation.

maximum likelihood ratio test, Wald test, score test, asymptotic distribution.

Received: February 27, 2024;  Accepted: April 11, 2024; Published: June 21, 2024

How to cite this article: Mezbahur Rahman, Md Iftekhar Amin, Chrisantus Bongbeebina and Shree Krishna Nyaupane, A note on testing for the first shape parameter in Beta distribution, Far East Journal of Theoretical Statistics 68(2) (2024), 227-235. https://doi.org/10.17654/0972086324013

This Open Access Article is Licensed under Creative Commons Attribution 4.0 International License

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