Robust slippage tests
type: Item
instance of: scholarly article
title: Robust slippage tests
zbMATH Open document ID: 0578.62038
DOI: 10.1007/BF02481969
author: Miyoshi Kimura
published in: Annals of the Institute of Statistical Mathematics
publication date: 1984-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 3925994
zbMATH Keywords: robust slippage testing
zbMATH Keywords: simple hypotheses
zbMATH Keywords: composite hypotheses
zbMATH Keywords: maximin tests
zbMATH Keywords: Neyman-Pearson tests
zbMATH Keywords: least favourable slippage tuple
MaRDI profile type: Publication
cites work: On Slippage Tests--(II) Similar Slippage Tests
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cites work: Q5643432
description: scientific article; zbMATH DE number 3925994