Normal, gamma and inverse-Gaussian are the only NEFs where the bilateral UMPU and GLR tests coincide

DOI10.1214/aos/1035844987zbMath1016.62055OpenAlexW1976185366MaRDI QIDQ1873605

Daoud Bshouty, Shaul K. Bar-Lev, Gérard Letac

Publication date: 20 August 2003

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1035844987

zbMATH Keywords

variance functionsnatural exponential familiesgeneralized likelihood ratio testuniformly most powerful unbiased test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Natural real exponential families with cubic variance functions
• Natural exponential families with quadratic variance functions
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