Minimax test for fuzzy hypotheses
Abbas Parchami,
S. Mahmoud Taheri (),
Reinhard Viertl and
Mashaallah Mashinchi
Additional contact information
Abbas Parchami: Shahid Bahonar University of Kerman
S. Mahmoud Taheri: University of Tehran
Reinhard Viertl: Vienna University of Technology
Mashaallah Mashinchi: Shahid Bahonar University of Kerman
Statistical Papers, 2018, vol. 59, issue 4, No 21, 1623-1648
Abstract:
Abstract In hypotheses testing, such as other statistical problems, we may confront imprecise concepts. One case is a situation in which the hypotheses of interest are imprecise. In this paper, we recall and redefine some concepts about testing fuzzy hypotheses and then we provide a minimax approach to the problem of testing fuzzy hypotheses by using crisp (non-fuzzy) data. We give some illustrative/numerical examples, by which we study the effect of fuzziness by using the power functions of minimax tests.
Keywords: Testing hypotheses; Fuzzy hypotheses; Minimax procedure; Neyman–Pearson Lemma; Loss function (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
http://link.springer.com/10.1007/s00362-017-0926-4 Abstract (text/html)
Access to the full text of the articles in this series is restricted.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:spr:stpapr:v:59:y:2018:i:4:d:10.1007_s00362-017-0926-4
Ordering information: This journal article can be ordered from
http://www.springer. ... business/journal/362
DOI: 10.1007/s00362-017-0926-4
Access Statistics for this article
Statistical Papers is currently edited by C. Müller, W. Krämer and W.G. Müller
More articles in Statistical Papers from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().