Asymptotically minimax tests of some nonstandard composite hypotheses (Q808123)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically minimax tests of some nonstandard composite hypotheses |
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Asymptotically minimax tests of some nonstandard composite hypotheses (English)
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1991
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The author and \textit{J. Wolfowitz} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 14, 161-168 (1969; Zbl 0184.428)] derived Neyman's test as a Bayes decision rule. It is the purpose of this note to extend the result to the class of non-i.i.d. cases described in the author's paper, J. Am. Stat. Assoc. 68, 428-430 (1973; Zbl 0272.62011), and also to point out that in a variety of situations a simple transformation of parameters allows Neyman's test to be used.
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asymptotically minimax tests
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nonstandard composite hypotheses
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non- i.i.d. cases
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Neyman's test
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