On Asymptotically Optimal Tests of Composite Hypotheses

On asymptotically optimal tests of composite hypotheses | Biometrika

Summary. Suppose we are given sample observations from a distribution f(X|θ1, …, θk), and it is desired to test the null hypothesis θ1 = 0 against the alte.

On Asymptotically Optimal Tests of Composite Hypotheses - jstor

optimal tests for hypotheses about a single parameter when other unknown parameters exist. Thus suppose that we have a sample of n observations on a, ...

Asymptotically Optimal Tests of Composite Hypotheses for ...

Apart from the usual difficulties connected with asymptotic tests (how large must N be?), the theory is easily applicable in many “live” cases even though the ...

On Optimal Asymptotic Tests of Composite Statistical Hypotheses

However, their distributions depend on s+1 s + 1 parameters, one being ξ ξ under test and the other being a vector θ=(θ1,⋯,θs) θ = ( θ 1 , ⋯ , θ s ) of ...

On asymptotically optimal tests of composite hypotheses

Suppose we are given sample observations from a distribution / ( X ^ , ...,dk), and it is desired to test the null hypothesis 61 = 0 against the alternative ...

On Optimal Asymptotic Tests of Composite Statistical Hypotheses

[1] theory of optimal asymptotic tests of composite statistical hypotheses to the case where the observable random variables are independent but not ...

Asymptotically Optimal Tests of Composite Hypotheses for ...

ASYMPTOTICALLY OPTIMAL TESTS OF COMPOSITE. HYPOTHESES FOR RANDOMIZED EXPERIMENTS. WITH NONCONTROLLED PREDICTOR VARIABLES*. JERZY NEYMAN. AND ELIZABETH. L. SCOTT.

On optimal asymptotic tests of composite hypotheses with several ...

A locally asymptotically most powerful test for composite hypotheses with t independent linear constraints on the parameters has been developed for the cas.

The Power of the Optimal Asymptotic Tests of Composite Statistical ...

The study revealed a difference between situations in which the C(α) test criterion is used to test a simple or a composite hypothesis. This difference affects ...

On Optimal Asymptotic Tests for Composite Hypotheses under Non ...

Each hypothesis is described by the density function of observations that depends on a parameter from one of disjoint sets. New performance measures for one- ...

On asymptotically optimal tests of composite hypotheses | Semantic ...

SUMMARY Suppose we are given sample observations from a distribution f(Xj 1, I ., Ok), and it is desired to test the null hypothesis 01 = 0 against the ...

On the theory of Cα-tests - ScienceDirect.com

While in principle, score tests and C α - tests provide asymptotically optimal tests for composite hypotheses, in practice, these techniques often lead to ...

On asymptotically optimal tests of composite hypotheses (1970 ...

TL;DR: In this article, it was shown that the C(x) tests used by Neyman are asymptotically equivalent to the use of the likelihood ratio test and to tests using ...

The power of the optimal asymptotic tests of composite statistical ...

The easily computable asymptotic power of the locally asymptotically optimal test of a composite hypothesis, known as the optimal C(alpha) test, ...

Asymptotically Optimal Tests of Composite Hypotheses in Some ...

Asymptotically Optimal Tests of Composite Hypotheses in Some Non-standard Cases. Front Cover. Jay Ira Cohen. Cornell University, 1970 - Mathematical statistics ...

Asymptotic Tests of Composite Hypotheses

A composite hypothesis does not point to a unique probability measure to be used in the hypothesis testing, and this makes it more challenging to test composite ...

On optimal asymptotic tests of composite hypotheses with several ...

The second publication [4] generalized here, also by NErMAN, introduces the concept of an asymptotic test of a composite hypothesis, a test that is optimal.

ASYMPTOTICALLY OPTIMAL TESTS OF COMPOSITE ...

ASYMPTOTICALLY OPTIMAL TESTS OF COMPOSITE HYPOTHESES FOR RANDOMIZED EXPERIMENTS WITH NONCONTROLLED PREDICTOR VARIABLES · J. Neyman, E. Scott · Published 1 ...

Asymptotically Optimal Bayes Tests for Composite Hypotheses

Each hypothesis is described by the density function of observations that depends on a parameter from one of disjoint sets. New performance measures for one- ...

The Power of the Optimal Asymptotic Tests of Composite Statistical ...

The Power of the Optimal Asymptotic Tests of Composite Statistical Hypotheses. [C(a) tests/nuisance parameter/large derivation probabilities]. AVINASIL C ...