Discussion Papers no. 212

UMP unbiased tests for multiparameter testing problems with restricted alternatives

Applications of the standard theory of UMP unbiased tests depends on conditions which in general are difficult to verify. In the present paper, however, we suggest more simple rules for applying this theory for regular exponential families of distributions. This approach leads to UMP unbiased tests for various multiparameter testing problems with restricted alternatives, and is shown to give justification for conditional tests of various test problems for contingency tables. The derived tests are shown to possess attractive small sample properties.

Om publikasjonen

Tittel

UMP unbiased tests for multiparameter testing problems with restricted alternatives

Ansvarlig

Rolf Aaberge

Serie og -nummer

Discussion Papers no. 212

Utgiver

Statistics Norway, Research Department

Emne

Discussion Papers

Antall sider

18

Målform

Engelsk

Om Discussion Papers

Discussion papers comprise research papers intended for international journals and books. A preprint of a Discussion Paper may be longer and more elaborate than a standard journal article as it may include intermediate calculations, background material etc.

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