The Annals of Mathematical Statistics

The Power of the Classical Tests Associated with the Normal Distribution

J. Wolfowitz

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Abstract

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.

Article information

Source
Ann. Math. Statist., Volume 20, Number 4 (1949), 540-551.

Dates
First available in Project Euclid: 28 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177729946

Digital Object Identifier
doi:10.1214/aoms/1177729946

Mathematical Reviews number (MathSciNet)
MR32171

Zentralblatt MATH identifier
0035.08902

JSTOR
links.jstor.org

Citation

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


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