Unbiasedness of Tests for Homogeneity
Cohen, Arthur ; Sackrowitz, Harold B.
Ann. Statist., Tome 15 (1987) no. 1, p. 805-816 / Harvested from Project Euclid
Let $X_i, i = 1, 2, \ldots, k$, be independent random variables distributed according to a one-parameter exponential family with parameter $\theta_i$. Assume also that the probability density function of $X_i$ is a Polya frequency function of order two $(PF_2)$. Consider the null hypothesis $H_0: \theta_1 = \theta_2 = \cdots = \theta_k$ against the alternative $K$: not $H_0$. We show that any permutation invariant test of size $\alpha$, whose conditional (on $T = \sum^k_{i = 1}X_i)$ acceptance sections are convex, is unbiased. A stronger result is that any size $\alpha$ test function $\varphi$, which is Schur-convex for fixed $t$, is unbiased. Previously, such a result was known only for the normal and Poisson cases.
Publié le : 1987-06-14
Classification:  Homogeneity,  unbiasedness,  similar test,  Neyman structure,  majorization,  Schur convexity,  stochastic ordering,  Polya frequency two,  62F03
@article{1176350376,
     author = {Cohen, Arthur and Sackrowitz, Harold B.},
     title = {Unbiasedness of Tests for Homogeneity},
     journal = {Ann. Statist.},
     volume = {15},
     number = {1},
     year = {1987},
     pages = { 805-816},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176350376}
}
Cohen, Arthur; Sackrowitz, Harold B. Unbiasedness of Tests for Homogeneity. Ann. Statist., Tome 15 (1987) no. 1, pp.  805-816. http://gdmltest.u-ga.fr/item/1176350376/