Summary
LetX 1,...,X m andY t,...,Y be independent, random samples from populations which are N(θ,σ 2x ) and N(θ,σ 2y ), respectively, with all parameters unknown. In testingH 0:θ=0 againstH 1:θ≠0, thet-test based upon either sample is known to be admissible in the two-sample setting. If, however, one testsH 0 againstH 1:|θ|≧ε>0, with ε arbitrary, our main results show: (i) the construction of a test which is better than the particulart-test chosen, (ii) eacht-test is admissible under the invariance principle with respect to the group of scale changes, and (iii) there does not exist a test which simultaneously is better than botht-tests.
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Klein, S.W. Hypothesis testing for the common mean of two normal distributions in the presence of an indifference zone. Ann Inst Stat Math 34, 559–577 (1982). https://doi.org/10.1007/BF02481054
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DOI: https://doi.org/10.1007/BF02481054