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Design considerations for Neyman-Pearson and Wald hypothesis testing

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Publication:582745
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DOI10.1007/BF02614105zbMath0691.62022OpenAlexW2081269212MaRDI QIDQ582745

Noel Cressie, Peter B. Morgan

Publication date: 1989

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176251


zbMATH Keywords

cost functionpowerNeyman-Pearson lemmaprior distributionexpected payoff net of sampling costsfixed levelNeyman-Pearson testoptimal sample sizeoptimal Wald test


Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian problems; characterization of Bayes procedures (62C10) Statistical decision theory (62C99)





Cites Work

  • Statistical decision theory and Bayesian analysis. 2nd ed
  • Significance Level and Power
  • IX. On the problem of the most efficient tests of statistical hypotheses
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