UMP unbiased tests for multiparameter testing problems with restricted alternatives
Working paper
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Date
1998Metadata
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- Discussion Papers [1002]
Abstract
Applications of the standard theory of UMP unbiased tests depends on conditions which in general
are difficult to verify. In the present paper, however, we suggest more simple rules for applying this
theory for regular exponential families of distributions. This approach leads to UMP unbiased tests for
various multiparameter testing problems with restricted alternatives, and is shown to give justification
for conditional tests of various test problems for contingency tables. The derived tests are shown to
possess attractive small sample properties.
Keywords: Exponential families of distributions, UMP unbiased tests, exact conditional tests,
contingency