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Difference between revisions of "Similar test"

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A statistical test for testing a compound hypothesis <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s085/s085150/s0851501.png" /> against a compound alternative <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s085/s085150/s0851502.png" /> (<img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s085/s085150/s0851503.png" />), the power function (cf. [[Power function of a test|Power function of a test]]) of which takes on <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s085/s085150/s0851504.png" /> the same, fixed, value from the interval <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s085/s085150/s0851505.png" />.
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A statistical test for testing a compound hypothesis $H_0\colon\theta\in\Theta_0$ against a compound alternative $H_1\colon\theta\in\Theta_1$ ($\Theta_0\cap\Theta_1=\emptyset$), the power function (cf. [[Power function of a test|Power function of a test]]) of which takes on $\Theta_0$ the same, fixed, value from the interval $(0,1)$.
  
 
See [[Neyman structure|Neyman structure]]; [[Behrens–Fisher problem|Behrens–Fisher problem]]; [[Similarity region|Similarity region]].
 
See [[Neyman structure|Neyman structure]]; [[Behrens–Fisher problem|Behrens–Fisher problem]]; [[Similarity region|Similarity region]].

Latest revision as of 19:59, 14 August 2014

A statistical test for testing a compound hypothesis $H_0\colon\theta\in\Theta_0$ against a compound alternative $H_1\colon\theta\in\Theta_1$ ($\Theta_0\cap\Theta_1=\emptyset$), the power function (cf. Power function of a test) of which takes on $\Theta_0$ the same, fixed, value from the interval $(0,1)$.

See Neyman structure; Behrens–Fisher problem; Similarity region.

References

[1] E.L. Lehmann, "Testing statistical hypotheses" , Wiley (1986)
How to Cite This Entry:
Similar test. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Similar_test&oldid=32947
This article was adapted from an original article by M.S. Nikulin (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article