On Hotelling's Approach to Hypothesis Testing When a Nuisance Parameter Is Present Only under the Alternative
نویسنده
چکیده
In this paper we develop an alternative procedure to testing the signiicance of nonlin-ear terms in regression models based on the method of tubes. This statistical method was rst introduced by Hotelling (1939) and has been recently extended by others in the statistics literature. The proposed procedure makes use of concepts from diier-ential geometry and it can lead to an exact test with good power characteristics in certain circumstances.
منابع مشابه
TESTING STATISTICAL HYPOTHESES UNDER FUZZY DATA AND BASED ON A NEW SIGNED DISTANCE
This paper deals with the problem of testing statisticalhypotheses when the available data are fuzzy. In this approach, wefirst obtain a fuzzy test statistic based on fuzzy data, and then,based on a new signed distance between fuzzy numbers, we introducea new decision rule to accept/reject the hypothesis of interest.The proposed approach is investigated for two cases: the casewithout nuisance p...
متن کاملComparison between Frequentist Test and Bayesian Test to Variance Normal in the Presence of Nuisance Parameter: One-sided and Two-sided Hypothesis
This article is concerned with the comparison P-value and Bayesian measure for the variance of Normal distribution with mean as nuisance paramete. Firstly, the P-value of null hypothesis is compared with the posterior probability when we used a fixed prior distribution and the sample size increases. In second stage the P-value is compared with the lower bound of posterior probability when the ...
متن کاملConsistent Specification Testing with Nuisance Parameters Present Only under the Alternative
The nonparametric and the nuisance parameter approaches to consistently testing statistical models are both attempts to estimate topological measures of distance between a parametric and a nonparametric t, and neither dominates in experiments. This topological uniication allows us to greatly extend the nuisance parameter approach. How and why the nuisance parameter approach works and how it can...
متن کاملOPTIMAL TESTS WHEN A NUISANCE PARAMETER IS PRESENT ONLY UNDER THE ALTERNATIVE by
1994 The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and reproduced only for educational or research purposes, including use in course packs. No downloading or copying may be done for any commercial purpose without the explicit permission of the Econometric Society. For such commercial purposes contact the Office of the Econometric Society (contac...
متن کاملUsing Fuzzy Knowledge of a Nuisance Parameter for Hypothesis Testing
Abstract – The problem of hypothesis testing with a nuisance parameter is considered. Two methods for using fuzzy knowledge on the nuisance parameter to test hypotheses are suggested. These methods are neither a pure classical nor a pure Bayesian approach to hypothesis testing, but rather related to both. A few known examples and their applications, which cannot be studied by the parametric sta...
متن کامل