Statistics Papers

Document Type

Journal Article

Date of this Version

1989

Publication Source

The Annals of Statistics

Volume

17

Issue

1

Start Page

209

Last Page

235

DOI

10.1214/aos/1176347012

Abstract

Hypothesis testing problems in which the null hypothesis is simple, the parameter space is finite dimensional and the supports of the probability measures are independent of the parameter are considered. Essentially complete class results are obtained for characterizing the limits of Bayes tests. Conditions for tests to be admissible and the class to be complete are given. Results are then specialized to exponential families, along with some illustrative examples.

Keywords

complete class, admissibility, hypothesis tests, Bayes tests, exponential families, invariant tests

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Date Posted: 27 November 2017

This document has been peer reviewed.