LOCAL ADMISSIBILITY AND LOCAL UNBIASEDNESS IN HYPOTHESIS-TESTING PROBLEMS

成果类型:
Article
署名作者:
BROWN, LD; MARDEN, JI
署名单位:
University of Illinois System; University of Illinois Urbana-Champaign
刊物名称:
ANNALS OF STATISTICS
ISSN/ISSBN:
0090-5364
DOI:
10.1214/aos/1176348659
发表日期:
1992
页码:
832-852
关键词:
摘要:
In this paper we give necessary conditions and sufficient conditions for a test to be locally unbiased, we define local admissibility and we characterize local admissibility in hypothesis testing problems with simple null hypotheses. Applications are presented involving same-sign alternatives, ordered alternatives and independence testing of several variables.