On Uniformly Consistent Tests

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

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...

متن کامل

Consistent Model Specification Tests∗

This paper reviews the literature on tests for the correct specification of the functional form of parametric conditional expectation and conditional distribution models. In particular I will discuss various versions of the Integrated Conditional Moment (ICM) test and the ideas behind them.

متن کامل

Lecture 10 slides: Uniformly most powerful tests

Let Θ = Θ0 ∪Θ1 be a parameter space. Consider a parametric family {f(x|θ), θ ∈ Θ}. Suppose we want to test the null hypothesis, H0, that θ ∈ Θ0 against the alternative, Ha, that θ ∈ Θ1. Let C be some critical set. Then the probability that the null hypothesis is rejected is given by β(θ) = Pθ{X ∈/ C}. Recall that the test based on C has level α if α ≥ supθ Θ0 β(θ). The restriction of β(·) on Θ1...

متن کامل

UNIFORMLY 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 کامل

Consistent Nonparametric Tests of Independence

Three simple and explicit procedures for testing the independence of two multi-dimensional random variables are described. Two of the associated test statistics (L1, log-likelihood) are defined when the empirical distribution of the variables is restricted to finite partitions. A third test statistic is defined as a kernel-based independence measure. Two kinds of tests are provided. Distributio...

متن کامل

ذخیره 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: The Annals of Mathematical Statistics

سال: 1951

ISSN: 0003-4851

DOI: 10.1214/aoms/1177729649