| Title:
|
The behavior of locally most powerful tests (English) |
| Author:
|
Omelka, Marek |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
41 |
| Issue:
|
6 |
| Year:
|
2005 |
| Pages:
|
[699]-712 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
The locally most powerful (LMP) tests of the hypothesis $H: \theta =\theta _0$ against one-sided as well as two-sided alternatives are compared with several competitive tests, as the likelihood ratio tests, the Wald-type tests and the Rao score tests, for several distribution shapes and for location, shape and vector parameters. A simulation study confirms the importance of the condition of local unbiasedness of the test, and shows that the LMP test can sometimes dominate the other tests only in a very restricted neighborhood of $H.$ Hence, we cannot recommend a universal application of the LMP tests in practice. The tests with a high Bahadur efficiency, though not exactly LMP, also seem to be good in the local sense. (English) |
| Keyword:
|
testing statistical hypothesis |
| Keyword:
|
locally most powerful tests |
| MSC:
|
62F03 |
| MSC:
|
65C60 |
| idZBL:
|
Zbl 1244.62018 |
| idMR:
|
MR2193860 |
| . |
| Date available:
|
2009-09-24T20:12:32Z |
| Last updated:
|
2015-03-23 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/135687 |
| . |
| Reference:
|
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| Reference:
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| . |
