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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1980 Volume 25, Issue 3, Pages 549–560 (Mi tvp1094)

This article is cited in 18 papers

Decomposable statistics and the hypotheses testing for groupped data

G. I. Ivčenko, Yu. I. Medvedev

Moscow

Abstract: The paper deals with testing a simple hypothesis against alternatives converging to the hypothesis at rate $n^{-1/2}$ ($n$ being the sample size) in the case when the number of classes-intervals increases infinitely together with $n$.
The concept of highly sensitive criterion is introduced and general features of such criteria generated by decomposable statistics ([2]) are studied. It is shown that in the class of criteria under consideration the optimal (in a some sense) criteria are linear criteria, each of them being the most powerful test.

Received: 26.06.1978


 English version:
Theory of Probability and its Applications, 1981, 25:3, 540–551

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