Local maximin properties of tests in Gaussian shift experiments

Autor:	Peter Dencker, Friedrich Liese
Rok vydání:	2004
Předmět:	Mathematical optimization Bayes' theorem symbols.namesake Gaussian symbols Order (ring theory) Statistical physics Minimax Null hypothesis Power function Ellipsoid Mathematics Power (physics)
Zdroj:	Statistics & Decisions. 22:83-108
ISSN:	0721-2631
DOI:	10.1524/stnd.22.2.83.49127
Popis:	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
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::6d39c572ab3737aff572ca2aa202ef9d https://doi.org/10.1524/stnd.22.2.83.49127 Zobrazit plný text záznamu