Article
Licensed
Unlicensed
Requires Authentication
Local maximin properties of tests in Gaussian shift experiments
-
Peter Dencker
Published/Copyright:
September 25, 2009
Abstract
The local behavior of the power of weighted χ2-tests and Bayes tests is studied for simple null hypothesis in Gaussian shift experiments. A second order expansion of the power function is given. This expansion provides a shrinking family of ellipsoids (δE)0<δ<1 so that the power of the weighted χ2-test is locally constant on the boundary ∂(δE). Approximating the weighted χ2-test by a sequence of Bayes tests with priors on ∂(δE), the weighted χ2-test is shown to be locally maximin in the sense of Giri and Kiefer for the family of restricted alternatives given by the complements of the (δE)0<δ<1.
:
Published Online: 2009-09-25
Published in Print: 2004-02-01
© 2004 Oldenbourg Wissenschaftsverlag GmbH
You are currently not able to access this content.
You are currently not able to access this content.
Articles in the same Issue
- Local maximin properties of tests in Gaussian shift experiments
- Markov chain algorithms for Eulerian orientations and 3-colourings of 2-dimensional Cartesian grids
- A two-dimensional Cramér–von Mises test for the two-sample problem with dispersion alternatives
- Necessary conditions for the existence of utility maximizing strategies under transaction costs
Articles in the same Issue
- Local maximin properties of tests in Gaussian shift experiments
- Markov chain algorithms for Eulerian orientations and 3-colourings of 2-dimensional Cartesian grids
- A two-dimensional Cramér–von Mises test for the two-sample problem with dispersion alternatives
- Necessary conditions for the existence of utility maximizing strategies under transaction costs
