On Weak Admissibility of Tests
Eisenberg, Bennett ; Simons, Gordon
Ann. Statist., Tome 6 (1978) no. 1, p. 319-332 / Harvested from Project Euclid
This paper lays the foundation for a general theory of weakly admissible tests, where a test consists of both an experiment (a $\sigma$-field of information) and a decision function based on the experiment. A test is weakly admissible unless there is another test with as good a decision function, which uses no more information, and is strictly better in one of these respects. Weakly admissible tests are completely characterized. In the case where the experiment consists of a sequential sampling procedure, a method for constructing such tests is given.
Publié le : 1978-03-14
Classification:  Hypothesis test,  Neyman-Pearson lemma,  likelihood ratio,  62A10,  62C15,  62L10
@article{1176344127,
     author = {Eisenberg, Bennett and Simons, Gordon},
     title = {On Weak Admissibility of Tests},
     journal = {Ann. Statist.},
     volume = {6},
     number = {1},
     year = {1978},
     pages = { 319-332},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176344127}
}
Eisenberg, Bennett; Simons, Gordon. On Weak Admissibility of Tests. Ann. Statist., Tome 6 (1978) no. 1, pp.  319-332. http://gdmltest.u-ga.fr/item/1176344127/