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 کاملUNIFORMLY 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 کاملLecture 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 کاملOn Uniformly Most Powerful Decentralized Detection
The theory behind Uniformly Most Powerful (UMP) composite binary hypothesis testing is mature and well defined in centralized detection where all observations are directly accessible at one central node. However, within the area of decentralized detection, UMP tests have not been researched, even though tests of this nature have properties that are highly desirable. The purpose of this research...
متن کاملThe 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...
متن کاملذخیره 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 Statistics
سال: 2013
ISSN: 0090-5364
DOI: 10.1214/13-aos1123