Date of this Version
The Annals of Statistics
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.
hypothesis testing, local admissibility, local unbiasedness, ordered alternatives, linear regression, independence of variates
Brown, L. D., & Marden, J. I. (1992). Local Admissibility and Local Unbiasedness in Hypothesis Testing Problems. The Annals of Statistics, 20 (2), 832-852. http://dx.doi.org/10.1214/aos/1176348659
Date Posted: 27 November 2017
This document has been peer reviewed.