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Bestimmung ungünstigster Dichten durch Minimierung von Abständen bei Verteilungen

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Summary

With the help of a least favourable pair of densities constructed by minimizing the total variation distance of distributions belonging to the hypotheses and the alternative respectively, it is shown that some well known uniformly most powerful invariant tests are maximin tests.

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Herrn Professor Dr.L. Schmetterer zum 60. Geburtstag gewidmet

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Plachky, D. Bestimmung ungünstigster Dichten durch Minimierung von Abständen bei Verteilungen. Metrika 26, 151–155 (1979). https://doi.org/10.1007/BF01893483

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  • DOI: https://doi.org/10.1007/BF01893483

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