Hypothesis Testing in Weighted Distributions
Abstract
There are many situations in which experiments are
not available or data are recorded from the population propor-
tion to a nonnegative function called weight function. In a such
situations the classical methods for inferencing about unknown
parameters are not useful. In this study the problem of statisti-
cal hypothesis testing is considered for weighted distributions to
obtain (uniformly) most powerful tests.
not available or data are recorded from the population propor-
tion to a nonnegative function called weight function. In a such
situations the classical methods for inferencing about unknown
parameters are not useful. In this study the problem of statisti-
cal hypothesis testing is considered for weighted distributions to
obtain (uniformly) most powerful tests.
Keywords
Monotone likelihood ratio, Neyman-
Pearson lemma, weighted distributions, UMPU tests, Monte Carlo
simulation.
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