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Kybernetika 30(2):199-209, 1994.

On Hodges-Lehmann Optimality of LR Tests

František Rublík


Abstract:

It is shown that the likelihood ratio test statistics are Hodges-Lehmann optimal for testing the null hypothesis against the whole parameter space, provided that certain regularity conditions are fulfilled. These conditions are verified for the non-singular normal, multinomial and Poisson distribution.


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BIB TeX

@article{kyb:1994:2:199-209,

author = {Rubl\'{\i}k, Franti\v{s}ek},

title = {On Hodges-Lehmann Optimality of LR Tests},

journal = {Kybernetika},

volume = {30},

year = {1994},

number = {2},

pages = {199-209}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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