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Optimal UMP test for parameter in the exponential family

✍ Scribed by Zhongguo Zheng


Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
1994
Tongue
English
Weight
434 KB
Volume
10
Category
Article
ISSN
0168-9673

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Conditional score tests in the exponenti
✍ Anna Nicolaou πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 96 KB

The similar test for an a ne hypothesis in the exponential family is approximated by a score statistic, derived from the Edgeworth expansion of the conditional distribution given the minimal su cient statistic under the null hypothesis.