Consider a testing problem which is invariant under a group G of transformations of the sample space,
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Consider a testing problem which is invariant under a group G of transformations of the sample space, and let C be a class of tests which is closed under G, so that φ ∈ C implies φg ∈ C, where φg is the test defined by φg(x) = φ(gx). If there exists an a.e. unique UMP member φ0 of C, then φ0 is almost invariant.
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Testing Statistical Hypotheses Volume I
ISBN: 9783030705770
4th Edition
Authors: E.L. Lehmann, Joseph P. Romano
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