Asymptotically-unbiased test

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A concept indicating that the test is unbiased in the limit. For example, in the case of independent samples from a one-dimensional distribution depending on a parameter , let be the null hypothesis: , and let be the alternative:

The critical set in the -dimensional Euclidean space, is an asymptotically-unbiased test of the hypothesis with level if

The function

is called the asymptotic power function of the test .

How to Cite This Entry:
Asymptotically-unbiased test. O.V. Shalaevskii (originator), Encyclopedia of Mathematics. URL:
This text originally appeared in Encyclopedia of Mathematics - ISBN 1402006098