Local maximin properties of tests in Gaussian shift experiments

Dencker Peter and Liese Friedrich

Statistics & Risk Modeling, 2004, vol. 22, issue 2, 83-108

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

Date: 2004
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DOI: 10.1524/stnd.22.2.83.49127

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