Date of this Version
The Annals of Statistics
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.
complete class, admissibility, hypothesis tests, Bayes tests, exponential families, invariant tests
Brown, L. D., & Marden, J. I. (1989). Complete Class Results for Hypothesis Testing Problems With Simple Null Hypotheses. The Annals of Statistics, 17 (1), 209-235. http://dx.doi.org/10.1214/aos/1176347012
Date Posted: 27 November 2017
This document has been peer reviewed.