Abstract
We consider the hypotheses; H 0: θ = 0 vs. where θ is the dependence parameter of the Farlie–Gumbel–Morgenstren distribution and η ∈ (0,1]. A test, which maximizes the minimum power over the alternative hypothesis, is given for these hypotheses. The power function of this test is monotone increasing over the alternative hypothesis. Furthermore, the asymptotic distribution and the approximate power of the test are presented.
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