Normal, gamma and inverse-Gaussian are the only NEFs where the bilateral UMPU and GLR tests coincide
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Publication:1873605
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
variance functionsnatural exponential familiesgeneralized likelihood ratio testuniformly most powerful unbiased test
Nonparametric hypothesis testing (62G10) Characterization and structure theory of statistical distributions (62E10)
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