Most powerful invariant permutation tests
نویسندگان
چکیده
منابع مشابه
Uniformly Most Powerful Bayesian Tests.
Uniformly most powerful tests are statistical hypothesis tests that provide the greatest power against a fixed null hypothesis among all tests of a given size. In this article, the notion of uniformly most powerful tests is extended to the Bayesian setting by defining uniformly most powerful Bayesian tests to be tests that maximize the probability that the Bayes factor, in favor of the alternat...
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The uniformly most powerful invariant (UMPI) test is derived for detecting a target with unknown location in a noise sequence. This test has the property that for each possible target location it has the greatest power of all tests which are invariant to cyclic permutations of the observations. The test is compared to the generalised likelihood ratio test (GLRT), which is commonly used as a sol...
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The locally most powerful (LMP) tests of the hypothesis H : 6 = 6Q against one-sided as well as two-sided alternatives are compared with several competitive tests, as the likelihood ratio tests, the Wald-type tests and the Rao score tests, for several distribution shapes and for location, shape and vector parameters. A simulation study confirms the importance of the condition of local unbiasedn...
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Uniformly most powerful tests are statistical hypothesis tests that provide the greatest power against a fixed null hypothesis among all tests of a given size. In this article, the notion of uniformly most powerful tests is extended to the Bayesian setting by defining uniformly most powerful Bayesian tests to be tests that maximize the probability that the Bayes factor, in favor of the alternat...
متن کاملLecture 10 slides: Uniformly most powerful tests
Let Θ = Θ0 ∪Θ1 be a parameter space. Consider a parametric family {f(x|θ), θ ∈ Θ}. Suppose we want to test the null hypothesis, H0, that θ ∈ Θ0 against the alternative, Ha, that θ ∈ Θ1. Let C be some critical set. Then the probability that the null hypothesis is rejected is given by β(θ) = Pθ{X ∈/ C}. Recall that the test based on C has level α if α ≥ supθ Θ0 β(θ). The restriction of β(·) on Θ1...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1992
ISSN: 0047-259X
DOI: 10.1016/0047-259x(92)90043-f