Accession Number:

AD0678972

Title:

INADMISSIBILITY OF THE BEST INVARIANT TEST WHEN THE MOMENT IS INFINITE UNDER ONE OF THE HYPOTHESES.

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

Report Date:

1968-04-01

Pagination or Media Count:

10.0

Abstract:

Let X and Y be real valued random variables with joint density g sub i y f sub i x-theta, y under the hypothesis H sub i i 1, 2. Assume theta is unknown. The best invariant test of H sub 1 vs H sub 2 is known to be admissible if X has a finite first moment under both hypotheses. The present paper provides an example in which admissibility fails if under one hypothesis the first moment is infinite. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE