Let {} be a class of mutually exclusive sets of alternatives such that the envelope power function

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Let {Ω∆} be a class of mutually exclusive sets of alternatives such that the envelope power function is constant over each Ω∆ and that

∪Ω∆ = Ω − ΩH, and let ϕ∆ maximize the minimum power over Ω∆. If ϕ∆ = ϕ

is independent of ∆, then ϕ is most stringent for testing θ ∈ ΩH.

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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