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.
Publié le : 1992-06-14
Classification:
Hypothesis testing,
local admissibility,
local unbiasedness,
ordered alternatives,
linear regression,
independence of variates,
62F03,
62F04,
62H15,
62C07,
62C15
@article{1176348659,
author = {Brown, Lawrence D. and Marden, John I.},
title = {Local Admissibility and Local Unbiasedness in Hypothesis Testing Problems},
journal = {Ann. Statist.},
volume = {20},
number = {1},
year = {1992},
pages = { 832-852},
language = {en},
url = {http://dml.mathdoc.fr/item/1176348659}
}
Brown, Lawrence D.; Marden, John I. Local Admissibility and Local Unbiasedness in Hypothesis Testing Problems. Ann. Statist., Tome 20 (1992) no. 1, pp. 832-852. http://gdmltest.u-ga.fr/item/1176348659/