Complete class results for hypothesis testing problems with simple null hypotheses

DOI10.1214/AOS/1176347012MaRDI QIDQ1826239zbMATH OpenOpenAlexFDO

Authors Lawrence Brown, John I. Marden

Publication date 1989

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

Full work available at URL https://doi.org/10.1214/aos/1176347012

zbMATH Keywords

bivariate normal distributioncharacterization of admissibilitycorrelationEssentially complete class resultsexponential familiesinvariant testslimits of Bayes tests.shifted double exponential distributionsimple hypotheses

Mathematics Subject Classification ID

Complete class results in statistical decision theory (62C07) Bayesian problems; characterization of Bayes procedures (62C10) Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15)

Review text

This paper deals with the characterization of admissibility for the testing of hypotheses, where the null hypothesis is simple, the parameter space is finite dimensional and the supports of the probability distributions do not depend on the parameter. Essentially complete class results are given for characterizing the limits of Bayes tests. Conditions for tests to be admissible and the class to be complete are given. The given results are specialized to the exponential families with illustrative examples: testing the correlation is 0 in a bivariate normal distribution when the means and variances are known, testing the location parameter of the shifted double exponential distribution is 0, and testing that a bivariate normal distribution has zero means versus the alternative that one mean is at least as large as the other in absolute value.

Recommendations

• scientific article; zbMATH DE number 3934192
• Complete classes of tests for regularly varying distributions
• scientific article; zbMATH DE number 23972
• scientific article; zbMATH DE number 769869
• On Asymptotically Complete Classes of Tests in the Problem of Verification of Composite Hypotheses under Contiguous Alternatives

Cited in

(8)

• Minimal complete classes of invariant tests for equality of normal covariance matrices and sphericity
• Admissibility of exact conditional tests of stochastic order
• On inadmissibility of Hotelling \(T^{2}\)-tests for restricted alternatives.
• Complete classes of tests for regularly varying distributions
• Simple sufficient condition for inadmissibility of Moran's single-split test
• Larry Brown's work on admissibility
• scientific article; zbMATH DE number 3934192 (Why is no real title available?)
• Admissibility in partial conjunction testing

This page was built for publication: Complete class results for hypothesis testing problems with simple null hypotheses

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1826239)