Uniformly most powerful tests under weak restrictions

Jin Zhang ()
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Jin Zhang: Yunnan University

Statistical Papers, 2024, vol. 65, issue 4, No 12, 2220 pages

Abstract: Abstract Neyman–Pearson lemma establishes the most powerful tests for simple hypotheses, inducing the uniformly most powerful (UMP) tests for one-sided hypotheses on one-parameter models. For general hypotheses, there is no the UMP test without restrictions, but the classical UMP unbiased tests are too restricted and complex to easily apply. Hence, we create the simple UMP tests under much weaker restrictions than unbiasedness, assuming that the random samples (data) come from parametric models with continuous distributions.

Keywords: Likelihood ratio; Neyman–Pearson lemma; Power function; Unbiased test; 62F03 (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s00362-023-01479-0

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