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Local maximin properties of tests in Gaussian shift experiments

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  • Dencker Peter
  • Liese Friedrich

Abstract

The local behavior of the power of weighted χ2-tests and Bayes tests is studied for simple null hypothesis in Gaussian shift experiments. A second order expansion of the power function is given. This expansion provides a shrinking family of ellipsoids (δE)0

Suggested Citation

  • Dencker Peter & Liese Friedrich, 2004. "Local maximin properties of tests in Gaussian shift experiments," Statistics & Risk Modeling, De Gruyter, vol. 22(2), pages 83-108, February.
    • Handle: RePEc:bpj:strimo:v:22:y:2004:i:2/2004:p:83-108:n:5
    DOI: 10.1524/stnd.22.2.83.49127
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    References listed on IDEAS

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    1. Neuhaus, Georg, 1976. "Asymptotic power properties of the Cramér-von Mises test under contiguous alternatives," Journal of Multivariate Analysis, Elsevier, vol. 6(1), pages 95-110, March.
    2. Unknown, 2001. "Back Matter," SS-AAEA Journal of Agricultural Economics, Agricultural and Applied Economics Association, pages 1-4.
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