Robust slippage tests (Q1066581)
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scientific article; zbMATH DE number 3925994
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust slippage tests |
scientific article; zbMATH DE number 3925994 |
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Robust slippage tests (English)
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1984
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The robust slippage testing problems of \(k+1\) approximately known simple hypotheses are formulated as slippage testing problems of \(k+1\) composite hypotheses. It is shown that if there is a representative \(k+1\)-tuple of simple hypotheses, then maximin tests are given by slippage analogues of the Neyman-Pearson tests for this tuple. In the general situation where no least favourable slippage tuple exists, a method for constructing tests is proposed.
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robust slippage testing
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simple hypotheses
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composite hypotheses
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maximin tests
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Neyman-Pearson tests
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least favourable slippage tuple
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