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) : Fox,Martin ; Perng,S. K.

Report Date : APR 1968

Pagination or Media Count : 10

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)

Descriptors :   (*STATISTICAL TESTS, ACCEPTABILITY), RANDOM VARIABLES, INVARIANCE, MEASURE THEORY, DISTRIBUTION FUNCTIONS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE