Statistics Papers

Document Type

Journal Article

Date of this Version

1992

Publication Source

The Annals of Statistics

Volume

20

Issue

2

Start Page

832

Last Page

852

DOI

10.1214/aos/1176348659

Abstract

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.

Keywords

hypothesis testing, local admissibility, local unbiasedness, ordered alternatives, linear regression, independence of variates

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Date Posted: 27 November 2017

This document has been peer reviewed.