Envelope power function. Let S() be the class of all level- tests of a hypothesis H, and
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Envelope power function. Let S(α) be the class of all level-α tests of a hypothesis H, and let β∗
α(θ) be the envelope power function, defined by
β∗
α(θ) = sup
φ∈S(α)
βφ(θ), where βφ denotes the power function of φ. If the problem of testing H is invariant under a group G, then β∗
α(θ) is invariant under the induced group G¯ .
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Related Book For
Testing Statistical Hypotheses Volume I
ISBN: 9783030705770
4th Edition
Authors: E.L. Lehmann, Joseph P. Romano
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