Redundant observations at testing i.i.d. random variables

被引：1

作者：

Konopka, J ^{[1
]}

Schmitz, N ^{[1
]}

机构：

[1] Univ Munster, Inst Stat Math, D-48149 Munster, Germany

来源：

STATISTICAL PAPERS | 2002年 / 43卷 / 04期

关键词：

redundant observations; increase of power; Neyman-Pearson lemma;

D O I：

10.1007/s00362-002-0127-6

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

On our Web-page we posed the question "Can it happen that a uniformly most powerful (UMP-) test (with fixed sample size) may be improved by simple randomization?" (Schmitz (1999)) and, later on, gave an affirmative answer via a simple example where the power functions coincide for n = 2 and 3. Here we characterize all testing problems with i.i.d. random variables where an additional observation fails to improve the power.

引用

页码：595 / 602

页数：8

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