Adaptive Tests

Abstract

The problem of hypothesis testing when the distribution is specified only up to a nuisance parameter is considered. A test is said to be adaptive if it is asymptotically optimal regardless of the value of the nuisance parameter. The exponential rate of convergence to zero of the probability of type II error when the probability of type I error converges to zero exponentially fast at a fixed rate is used as the optimal criterion. A necessary and sufficient condition for the existence of adaptive test is obtained.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1988
Accession Number
ADA199446

Entities

People

  • K. S. Mak

Organizations

  • Purdue University

Tags

DTIC Thesaurus Topics

  • Convergence
  • Military Research
  • Numbers
  • Probability
  • Probability Distributions
  • Random Variables
  • Real Numbers
  • Sequences
  • Two Dimensional
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Mathematical Modeling and Probability Theory.