scientific article; zbMATH DE number 3974054

MaRDI QIDQ3740035zbMATH OpenFDO

Authors Ulrich Müller-Funk, Friedrich Pukelsheim, Hermann Witting

Publication date 1985

zbMATH Keywords

convex programmingexistenceL sup 1 differentiable distributionsLMP unbiased rank testlocal optimalitylocally most powerful (LMP) unbiased two-sided testsnecessary and sufficient conditionsNeyman-Pearson fundamental lemmanonlinear objective functionstwo-sided sequential testing

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Sequential statistical analysis (62L10) Convex programming (90C25)

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Cited in

(20)

• Locally most powerful sequential tests of a simple hypothesis vs. one-sided alternatives
• On the duality between locally optimal tests and optimal experimental designs
• Locally most powerful two-sample rank tests for Lévy distributions
• On the development of a local FDR-based approach to testing two-way classified hypotheses
• Information inequalities for characteristics of group-sequential test with groups of observations of random size
• Most powerful test against a sequence of high dimensional local alternatives
• Two sided uniformly most powerful test for Pitman family
• Optimal sequential procedures with Bayes decision rules
• A bivariate normal example where the locally most powerful and distantly most powerful test statistics are beaten everywhere from a median p-value standpoint
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• The best two-sided test about fixed test statistics
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