On the Most Powerful Ironclad
نویسندگان
چکیده
منابع مشابه
On Uniformly Most Powerful Decentralized Detection
The theory behind Uniformly Most Powerful (UMP) composite binary hypothesis testing is mature and well defined in centralized detection where all observations are directly accessible at one central node. However, within the area of decentralized detection, UMP tests have not been researched, even though tests of this nature have properties that are highly desirable. The purpose of this research...
متن کاملThe behavior of locally most powerful tests
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...
متن کاملUniformly 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...
متن کاملLocally Most Powerful Tests Based on Sequential Ranks
Sequential ranks of data X1, X2, . . . observed sequentially in time are defined as ranks computed from the data observed so far, denoting Rii the rank of Xi among the values X1, X2, . . . , Xi for any i. This paper studies tests of various hypotheses based on sequential ranks and derives such tests, which are locally most powerful among all tests based on sequential ranks. Such locally most po...
متن کاملUNIFORMLY MOST POWERFUL BAYESIAN TESTS By Valen
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 کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Royal United Services Institution. Journal
سال: 1879
ISSN: 0035-9289
DOI: 10.1080/03071847909417123