Miscugli meno favorevoli

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Article

journal	STATISTICA & APPLICAZIONI
issue	STATISTICA & APPLICAZIONI - 2003 - 2
title	Miscugli meno favorevoli
author	Piero Quatto
publisher	Vita e Pensiero
format	Article \| Pdf
online since	09-2017
issn	18246672 (print)
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Description Readers' comments
In the Neyman-Pearson Theory the notion of least favorable mixture provides a reduction of a composite null hypothesis to a simple one that is equivalent for finding a most powerful test against a simple alternative. The aim of this paper is to prove a property of mixtures from which follows Lehmann-Stein Theorem (1948) connecting least favorable mixtures with most powerful tests. As application classical χ2 test for the variance of a Normal distribution with unknown mean is considered. Keywords: Most Powerful Test, Neyman-Pearson Theory, Least Favorable Mixture. Author biography Piero Quatto, Dipartimento di Statistica – Università degli Studi di Milano-Bicocca via Bicocca degli Arcimboldi, 8 - 20126 Milano (e-mail: piero.quatto@unimib.it). Enter a comment for Miscugli meno favorevoli

Description Readers' comments

In the Neyman-Pearson Theory the notion of least favorable mixture provides a reduction of a composite null hypothesis to a simple one that is equivalent for finding a most powerful test against a simple alternative.

The aim of this paper is to prove a property of mixtures from which follows Lehmann-Stein Theorem (1948) connecting least favorable mixtures with most powerful tests.

As application classical χ2 test for the variance of a Normal distribution with unknown mean is considered.

Keywords: Most Powerful Test, Neyman-Pearson Theory, Least Favorable Mixture.

Author biography

Piero Quatto, Dipartimento di Statistica – Università degli Studi di Milano-Bicocca via Bicocca degli Arcimboldi, 8 - 20126 Milano (e-mail: piero.quatto@unimib.it).

Enter a comment for Miscugli meno favorevoli