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March, 1978 On Weak Admissibility of Tests
Bennett Eisenberg, Gordon Simons
Ann. Statist. 6(2): 319-332 (March, 1978). DOI: 10.1214/aos/1176344127

Abstract

This paper lays the foundation for a general theory of weakly admissible tests, where a test consists of both an experiment (a $\sigma$-field of information) and a decision function based on the experiment. A test is weakly admissible unless there is another test with as good a decision function, which uses no more information, and is strictly better in one of these respects. Weakly admissible tests are completely characterized. In the case where the experiment consists of a sequential sampling procedure, a method for constructing such tests is given.

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Bennett Eisenberg. Gordon Simons. "On Weak Admissibility of Tests." Ann. Statist. 6 (2) 319 - 332, March, 1978. https://doi.org/10.1214/aos/1176344127

Information

Published: March, 1978
First available in Project Euclid: 12 April 2007

zbMATH: 0377.62003
MathSciNet: MR467989
Digital Object Identifier: 10.1214/aos/1176344127

Subjects:
Primary: 62A10
Secondary: 62C15 , 62L10

Keywords: hypothesis test , likelihood ratio , Neyman-Pearson lemma

Rights: Copyright © 1978 Institute of Mathematical Statistics

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Vol.6 • No. 2 • March, 1978
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