IX. On the problem of the most efficient tests of statistical hypotheses

DOI10.1098/RSTA.1933.0009zbMATH Open0006.26804OpenAlexW2993330478WikidataQ55867665 ScholiaQ55867665MaRDI QIDQ4752191FDOQ4752191

Jerzy Splawa-Neyman, E. S. Pearson

Publication date: 1933

Published in: Philosophical Transactions of the Royal Society of London. Series A, Containing Papers of a Mathematical or Physical Character (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rsta.1933.0009

zbMATH Keywords

probability theory, statistics, etc.

Cited In (only showing first 100 items - show all)

• ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION
• Revisiting noncentrality-based confidence intervals, error probabilities and estimation-based effect sizes
• Dual lattice attacks for closest vector problems (with preprocessing)
• Most stringent test of null of cointegration: a Monte Carlo comparison
• Testing statistical hypotheses, Wiley, New York 1959: The story of a book
• Neyman Measurement and Prediction Procedures
• Could Fisher, Jeffreys and Neyman have agreed on testing? (With comments and a rejoinder).
• The emperor's new tests. (With comments and a rejoinder).
• Sufficiency criteria and duality for nonlinear programs involving n-set functions
• Geometric influences
• Directional tests and statistical frames
• Generalized V-univexity type-I for multiobjective programming with \(n\)-set functions
• The Neyman-Pearson theory as decision theory, and as inference theory; with a criticism of the Lindley-Savage argument for Bayesian theory
• Iterative Boolean combination of classifiers in the ROC space: an application to anomaly detection with HMMs
• Local minimax rates for closeness testing of discrete distributions
• Generalization of the theory of signal detectability to \(n\)-event \(m\)-dimensional forced-choice tasks.
• Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results
• Optimal decision indices for R\&D project evaluation in the pharmaceutical industry: Pearson index versus Gittins index
• Reflections on Fourteen Cryptic Issues Concerning the Nature of Statistical Inference*
• Large deviations in testing squared radial Ornstein-Uhlenbeck model
• Equitability, mutual information, and the maximal information coefficient
• Sequential hypothesis tests for multinomial processing tree models
• Combining Several Screening Tests: Optimality of the Risk Score
• Design considerations for Neyman-Pearson and Wald hypothesis testing
• On defining \(P\)-values
• Reliable agnostic learning
• A frequentist interpretation of probability for model-based inductive inference
• A nonparametric mixture approach to density and null proportion estimation in large‐scale multiple comparison problems
• Optimization theory for n-set functions
• Extended likelihood approach to multiple testing with directional error control under a hidden Markov random field model
• On optimality and duality for multiobjective programming problems involving generalized \(d\)-type-I and related \(n\)-set functions.
• Stochastic models of evidence accumulation in changing environments
• Significance testing, \(p\)-values and the principle of total evidence
• Optimality conditions and duality for constrained measurable subset selection problems with minmax objective functions
• Frequentist probability and frequentist statistics
• Optimal rejection curves for exact false discovery rate control
• Forecaster's dilemma: extreme events and forecast evaluation
• On the robustness of a divergence based test of simple statistical hypotheses
• Hypothesis testing: A model selection approach
• RandomisedP-values and nonparametric procedures in multiple testing
• Power-enhanced multiple decision functions controlling family-wise error and false discovery rates
• Einige Eigenschaften von Symmetrietests
• ``Student and small-sample theory.
• Uncertain Gompertz regression model with imprecise observations
• Statistical approach to weak signal detection and estimation using Duffing chaotic oscillators
• Combining Predictors for Classification Using the Area under the Receiver Operating Characteristic Curve
• Short and long run causality measures: theory and inference
• A generalization of the Bush-Mosteller model with some significance tests
• On a general duality model in multiobjective fractional programming with \(n\)-set functions
• Differential cryptanalysis of PRESENT-like cipher
• MODELING THE NONLINEAR DYNAMICS OF CELLULAR SIGNAL TRANSDUCTION
• The problem of inductive inference
• Sharper asset ranking from total drawdown durations
• A characterization of maximin tests for two composite hypotheses
• Exact tests for the Rasch model via sequential importance sampling
• Test martingales, Bayes factors and \(p\)-values
• Equipartitioning common domains of non-atomic measures
• Fisher and regression
• Application of an extremization method to a linear integral of a statistical decision problem
• On the extremization of linear integrals
• Erich Leo Lehmann -- a glimpse into his life and work
• Assessment of \(T^2\)- and \(Q\)-statistics for detecting additive and multiplicative faults in multivariate statistical process monitoring
• On the optimality of differentiable nonconvex \(n\)-set functions
• NP-Optimal Kernels for Nonparametric Sequential Detection Rules
• Did Pearson reject the Neyman-Pearson philosophy of statistics!
• Extremal memory of stochastic volatility with an application to tail shape inference
• An empirical Bayes optimal discovery procedure based on semiparametric hierarchical mixture models
• Nonparametric goodness-of-fit tests for the Rasch model
• A boosting method for maximization of the area under the ROC curve
• Uniformly most powerful Bayesian tests
• Inference functions and quadratic score tests
• Optimal hypothesis testing: From semi to fully Bayes factors
• A new empirical likelihood ratio goodness of fit test for normality based on moment constraints
• Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
• Discrimination of quantum states under locality constraints in the many-copy setting
• A new test for non-linear hypotheses under distributional and local parametric misspecification
• Parametric embedding of nonparametric inference problems
• The history of statistics in 1933
• Derdoppelseitige und die einseitigen (Iχ)2-Tests und ihre Leistungsfähigkeit für die wahr=scheinlichkeitstheoretische Überprüfung von Sterbetafeln
• Detection, isolation and diagnosability analysis of intermittent faults in stochastic systems
• Sharp local minimax rates for goodness-of-fit testing in multivariate binomial and Poisson families and in multinomials
• Notes on computational hardness of hypothesis testing: predictions using the low-degree likelihood ratio
• Stability of testing hypotheses
• The Statistical Education of Harold Jeffreys
• Severity and Trustworthy Evidence: Foundational Problems versus Misuses of Frequentist Testing
• Model averaging for robust extrapolation in evidence synthesis
• Does the dual-sieve attack on learning with errors even work?
• A measure of evidence based on the likelihood-ratio statistics
• Relatively robust decisions
• A Kernel Log-Rank Test of Independence for Right-Censored Data
• Evaluating the improvement in diagnostic utility from adding new predictors
• A new likelihood inequality for models with latent variables
• Sound and relatively complete belief Hoare logic for statistical hypothesis testing programs
• Blind identification of MISO-FIR channels
• Bounded Ornstein-Uhlenbeck models for two-choice time controlled tasks
• Controlling the error probabilities of model selection information criteria using bootstrapping
• The power function of conditional tests of the Rasch model
• Evolution of International Statistical Standards via Life Cycle of Products and Services
• Semirange tests for shortfall
• Most powerful test sequences with early stopping options

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