Local Admissibility and Local Unbiasedness in Hypothesis Testing Problems
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hypothesis testing
local admissibility
local unbiasedness
ordered alternatives
linear regression
independence of variates
Other Statistics and Probability
local admissibility
local unbiasedness
ordered alternatives
linear regression
independence of variates
Other Statistics and Probability
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Abstract
In this paper we give necessary conditions and sufficient conditions for a test to be locally unbiased, we define local admissibility and we characterize local admissibility in hypothesis testing problems with simple null hypotheses. Applications are presented involving same-sign alternatives, ordered alternatives and independence testing of several variables.
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1992
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The Annals of Statistics