 Constructing unbiased tests for homogeneity and goodness of fitArthur Cohen and H. B. Sackrowitz Statistics & Probability Letters, 1991, vol. 12, issue 4, 351-355 Abstract: Suppose Xij, i=1, 2,..., k, j=1, 2,..., ni, are random samples from independent populations distributed according to an exponential family with parameter [theta]i. Let Yi be the minimal sufficient statistic for population i and assume that the sum of any subset of the Yi, i=1, 2,..., k, is also a one parameter exponential family. The normal and Poisson distributions satisfy such an assumption. The problem is to test H: [theta]1=[theta]2= ... =[theta]k vs K: not H. Unbiased tests are constructed. The construction ca so that the resulting unbiased tests are in a complete class in the continuous case and are admissible in the discrete case. The construction is also appropriate for testing a simple hypothesis concerned with multinomial probabilities against an arbitrary alternative. This latter problem arises in testing goodness of fit. Keywords: Unbiased; test; homogeneity; goodness; of; fit; exponential; family; Neyman; structure (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:12:y:1991:i:4:p:351-355 Ordering information: This journal article can be ordered from Access Statistics for this article Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul More articles in Statistics & Probability Letters from Elsevier |
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