Hypothesis testing when a nuisance parameter is present only under the alternative

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ID: 290918
1987
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Abstract
We wish to test a simple hypothesis against a family of alternatives indexed by a one-dimensional parameter, θ. We use a test derived from the corresponding family of test statistics appropriate for the case when θ is given. Davies (1977) introduced this problem when these test statistics had normal distributions. The present paper considers the case when their distribution is chi-squared. The results are applied to the detection of a discrete frequency component of unknown frequency in a time series. In addition quick methods for finding approximate significance probabilities are given for both the normal and chi-squared cases and applied to the two-phase regression problem in the normal case.
Reference Key
openalex_W2131940376 Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Robert B. Davies
Journal jurnal biometrika dan kependudukan
Year 1987
DOI
10.1093/biomet/74.1.33
URL
https://doi.org/10.1093/biomet/74.1.33
Keywords Keywords not found

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