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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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

Authors: E.L. Lehmann, Joseph P. Romano

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