For testing H : f0 against K : { f1,..., fs}, suppose there exists a finite group
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For testing H : f0 against K : { f1,..., fs}, suppose there exists a finite group G = {g1,..., gN } which leaves H and K invariant and which is transitive in the sense that given f j , f j(1 ≤ j, j
) there exists g ∈ G such that g f ¯ j = f j . In generalization of Problems 8.24, 8.25, determine a UMP invariant test, and show that it is both maximin against K and admissible.
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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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