Tests and optimal guarded weights of evidence

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Kulinskaya, E. and Staudte, R.G. (1998) Tests and optimal guarded weights of evidence. Journal of Statistical Planning and Inference, 71 (1-2). pp. 1-18. ISSN 0378-3758

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Abstract

Optimal guarded weights of evidence for simple alternatives to a hypothesis are shown to belong to two distinct classes, depending on whether or not they include test critical functions as limiting cases for distant alternatives. In particular, it is shown that for shift families with monotone likelihood ratio, as the alternative moves infinitely far from the hypothesis, the minimum risk level-α weight of evidence for the alternative approaches a level-α Neyman-Pearson test critical function if and only if the score function is unbounded. The results are extended to a class of one-parameter families with monotone likelihood ratio, in particular exponential families. Examples include scale and shape parameters.

Item Type: Article
Faculty \ School: Faculty of Science > School of Computing Sciences
UEA Research Groups: Faculty of Science > Research Groups > Data Science and Statistics
Faculty of Medicine and Health Sciences > Research Centres > Business and Local Government Data Research Centre (former - to 2023)
Faculty of Science > Research Groups > Norwich Epidemiology Centre
Faculty of Medicine and Health Sciences > Research Groups > Norwich Epidemiology Centre
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Depositing User: Pure Connector
Date Deposited: 04 Jul 2014 12:51
Last Modified: 19 Apr 2023 00:11
URI: https://ueaeprints.uea.ac.uk/id/eprint/48963
DOI:

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