SPECIAL CAPACITIES, THE HUNT-STEIN THEOREM AND TRANSFORMATION GROUPS

• 成果类型: Article
• 署名作者: SZKUTNIK, Z
• 署名单位: AGH University of Krakow
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176348674
• 发表日期: 1992
• 页码: 1120-1128
• 关键词: tests

摘要

The problem of maximin testing between families of probability measures generated by special capacities and transformation groups is solved by showing that the Hunt-Stein theorem is applicable to such, generally nondominated, families of probability measures and that the problem reduces to maximin testing between neighbourhoods of distributions of maximal invariant, defined by special capacities closely related to the initial ones. An application to testing approximate binormality is also sketched.