Local Admissibility and Local Unbiasedness in Hypothesis Testing Problems

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Statistics Papers
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hypothesis testing
local admissibility
local unbiasedness
ordered alternatives
linear regression
independence of variates
Other Statistics and Probability
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Brown, Lawrence D
Marden, John I
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In this paper we give necessary conditions and sufficient conditions for a test to be locally unbiased, we define local admissibility and we characterize local admissibility in hypothesis testing problems with simple null hypotheses. Applications are presented involving same-sign alternatives, ordered alternatives and independence testing of several variables.

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1992
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The Annals of Statistics
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