Similar test

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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) of which takes on $\Theta_0$ the same, fixed, value from the interval $(0,1)$.

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


[1] E.L. Lehmann, "Testing statistical hypotheses" , Wiley (1986)
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This article was adapted from an original article by M.S. Nikulin (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article