Admissibility of unbiased tests for a composite hypothesis with a restricted alternative

✍ Scribed by Manabu Iwasa

• Publisher: Springer Japan
• Year: 1991
• Tongue: English
• Weight: 369 KB
• Volume: 43
• Category: Article
• ISSN: 0020-3157
• DOI: 10.1007/bf00121645

✦ Synopsis

This paper discusses a-admissibility and d-admissibility which are important concepts in studying the performance of statistical tests for composite hypotheses. A sufficient condition for (~-admissibility is presented. When --l/m, the Nomakuchi-Sakata test, which is uniformly more powerful than the likelihood ratio test for hypotheses min(01,02) = 0 versus min(01,02) > 0, is generalized for a class of distributions in an exponential family, and its unbiasedness and c~-admissibility are shown. Finally, the case of ~ # 1/m is discussed in brief.