Maximum Average-Power (MAP) tests

Lin An Chen*, Hui-Nien Hung, Chih-Rung Chen

*此作品的通信作者

研究成果: Article同行評審

12 引文 斯高帕斯(Scopus)

摘要

The objective of this article is to propose and study frequentist tests that have maximum average power, averaging with respect to some specified weight function. First, some relationships between these tests, called maximum average-power (MAP) tests, and most powerful or uniformly most powerful tests are presented. Second, the existence of a maximum average-power test for any hypothesis testing problem is shown. Third, an MAP test for any hypothesis testing problem with a simple null hypothesis is constructed, including some interesting classical examples. Fourth, an MAP test for a hypothesis testing problem with a composite null hypothesis is discussed. From any one-parameter exponential family, a commonly used UMPU test is shown to be also an MAP test with respect to a rich class of weight functions. Finally, some remarks are given to conclude the article.

原文English
頁(從 - 到)2237-2249
頁數13
期刊Communications in Statistics - Theory and Methods
36
發行號12
DOIs
出版狀態Published - 1 9月 2007

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