The Annals of Mathematical Statistics
- Ann. Math. Statist.
- Volume 20, Number 4 (1949), 540-551.
The Power of the Classical Tests Associated with the Normal Distribution
The present paper is concerned with the power function of the classical tests associated with the normal distribution. Proofs of Hsu, Simaika, and Wald are simplified in a general manner applicable to other tests involving the normal distribution. The set theoretic structure of several tests is characterized. A simple proof of the stringency of the classical test of a linear hypothesis is given.
Ann. Math. Statist., Volume 20, Number 4 (1949), 540-551.
First available in Project Euclid: 28 April 2007
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Wolfowitz, J. The Power of the Classical Tests Associated with the Normal Distribution. Ann. Math. Statist. 20 (1949), no. 4, 540--551. doi:10.1214/aoms/1177729946. https://projecteuclid.org/euclid.aoms/1177729946