WitrynaResearchArticle Locally Most Powerful Test for the Random Coefficient Autoregressive Model LiBi,1 FeilongLu,1 KaiYang,2 andDehuiWang 1 … Witryna12 mar 2012 · The locally most powerful test is derived for the hypothesis that the regression coefficients are constant over time against the alternative that they vary …
A locally most powerful test for homogeneity with many strata
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Large sample tests of statistical hypotheses concerning several ...
Witryna8 mar 2024 · Locally most powerful rank tests are developed for each model and each parameter. The asymptotic relative efficiency leads to a test that uses the scores s(i) … Witryna1 mar 2013 · Option (ii) is the most popular for a single parameter and leads us to a LB or a locally most powerful test. These tests are constructed by maximizing power locally at the null hypothesis. The LB test is also optimal in the sense that its power curve has the steepest slope, at the null hypothesis, of all power curves from tests … WitrynaA test defined by a critical region C of size \(\alpha\) is a uniformly most powerful (UMP) test if it is a most powerful test against each simple alternative in the alternative hypothesis \(H_A\). The critical region C is called a uniformly most powerful critical region of size \(\alpha\) . bottleneck issues meaning