Some Rank Order Tests which are most Powerful Against Specific Parametric Alternatives

Some Locally Most Powerful Rank Tests For Correlation

I I . I I I I Asymptotically Most Powerful Rank Order Tests for Grouped Data

The object of the present investigation is to extend the findings of Hajek [5J on asymptotically most powerful rank order tests (AMPROT) to grouped data where the underlying distributions are essentially continuous but I the observable random variables correspond to a finite or countable set of contiguous class intervals. In this context, the two sample problem for grouped data is considered an...

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...

Locally Most Powerful Sequential Tests of a Simple Hypothesis vs One-Sided Alternatives

Let X1,X2, . . . be a discrete-time stochastic process with a distribution Pθ, θ ∈ Θ, where Θ is an open subset of the real line. We consider the problem of testing a simple hypothesis H0 : θ = θ0 versus a composite alternative H1 : θ > θ0, where θ0 ∈ Θ is some fixed point. The main goal of this article is to characterize the structure of locally most powerful sequential tests in this problem. ...

The 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...