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Estimating statistical hypotheses

Author

Listed:
  • Blyth, Colin R.
  • Staudte, Robert G.

Abstract

For measuring the weight of evidence for an alternative H1 to a hypothesis H0 or the degree of safety with which H0 can be rejected, this paper suggests an estimator of the indicator function of H1, with two separate squared error loss functions, and a bound on the risk under H0.

Suggested Citation

  • Blyth, Colin R. & Staudte, Robert G., 1995. "Estimating statistical hypotheses," Statistics & Probability Letters, Elsevier, vol. 23(1), pages 45-52, April.
    • Handle: RePEc:eee:stapro:v:23:y:1995:i:1:p:45-52
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    References listed on IDEAS

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    1. Meulen E.A. van der & Schaafsma W., 1993. "Assessing Weights of Evidence for Discussing Classical Statistical Hypotheses," Statistics & Risk Modeling, De Gruyter, vol. 11(3), pages 201-220, March.
    2. Blyth, Colin R., 1990. "Temporality in probability and statistics," Computational Statistics & Data Analysis, Elsevier, vol. 10(2), pages 153-162, October.
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