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Admissible tests for exponential families with finite support 2 |
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| Authors: | Teresa Ledwina |
| Institution: | Polish Academy of sciences , Institute of mathematics , Kopernika, Wroclaw, 51-617, Poland |
| Abstract: | We state some necessary and sufficient conditions for admissibility of tests for a simple and a composite null hypotheses against ”one-sided” alternatives on multivariate exponential distributions with discrete support. Admissibility of the maximum likelihood test for “one –sided” alternatives and z χ2test for the independence hypothesis in r× scontingency tables is deduced among others. |
| Keywords: | Processes with independent increments LEVY-CHINTCHIN reriresentfltion sufficient statistic sequential likelihood principle moment relations WALD's fundamental identity sequential probability ratio test (SPRT) sequential estimation CBAMÉR-RAO-type inequality efficiency consistency |