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Uniformly most powerful tests under weak restrictions

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  • Jin Zhang

    (Yunnan University)

Abstract

Neyman–Pearson lemma establishes the most powerful tests for simple hypotheses, inducing the uniformly most powerful (UMP) tests for one-sided hypotheses on one-parameter models. For general hypotheses, there is no the UMP test without restrictions, but the classical UMP unbiased tests are too restricted and complex to easily apply. Hence, we create the simple UMP tests under much weaker restrictions than unbiasedness, assuming that the random samples (data) come from parametric models with continuous distributions.

Suggested Citation

  • Jin Zhang, 2024. "Uniformly most powerful tests under weak restrictions," Statistical Papers, Springer, vol. 65(4), pages 2211-2220, June.
    • Handle: RePEc:spr:stpapr:v:65:y:2024:i:4:d:10.1007_s00362-023-01479-0
    DOI: 10.1007/s00362-023-01479-0
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