Neyman-Pearson testing under interval probability by globally least favorable pairs: Reviewing Huber-Strassen theory and extending it to general interval probability

DOI10.1016/S0378-3758(01)00208-7MaRDI QIDQ1611809zbMATH OpenOpenAlexFDO

Authors Thomas Augustin

Publication date 28 August 2002

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(01)00208-7

zbMATH Keywords

F-probabilitygeneralized neighborhood modelHuber-Strassen theoremhypothesis testinginterval-valued probabilitylower probabilityminimax testspseudo-capacityrobust statisticsspecial capacitytwo-monotone capacityupper probability

Mathematics Subject Classification ID

Foundations of probability theory (60A99) Foundations and philosophical topics in statistics (62A01) Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

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Cited in

(15)

• Minimum distance estimation in imprecise probability models
• Expected utility within a generalized concept of probability -- a comprehensive framework for decision making under ambiguity
• Kurt Weichselberger's contribution to imprecise probabilities and statistical inference
• Quantile hedging in a semi-static market with model uncertainty
• Nonparametric predictive inference and interval probability
• Jeffrey's conditioning rule in neighbourhood models
• On the efficient application of F-PRI. A contribution to statistics in the frame of a more general concept of probability.
• scientific article; zbMATH DE number 1178219 (Why is no real title available?)
• A minimum distance estimator in an imprecise probability model -- computational aspects and applications
• Using external information for more precise inferences in general regression models
• A generalized Neyman-Pearson Lemma for \(g\)-probabilities
• Discovery on the basis of the established amount of information in the evidence against the null hypothesis: optimal fact-finding in the presence of imprecise probability
• Thomas Augustin's contributions to imprecise probability and statistics
• On nonparametric predictive inference and objective Bayesianism
• Data-based decisions under imprecise probability and least favorable models

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