Summary
The robust slippage testing problems ofk+1 approximately known simple hypotheses are formulated as the slippage testing problems ofk+1 composite hypotheses. It is shown that if there is a representativek+1-tuple (called a least favorable slippage tuple) of simple hypotheses, then maximin tests are given by the slippage analogues of the Neyman-Pearson tests for this tuple. Thek-sample case is treated concerning this subject. In the general situations that there does not exist any least favorable slippage tuple, a method for constructing tests is proposed and applied to the case that composite hypotheses are described in terms of certain capacities (ε-contamination, total variation). The variants of the derived tests are also suggested.
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Kimura, M. Robust slippage tests. Ann Inst Stat Math 36, 251–270 (1984). https://doi.org/10.1007/BF02481969
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DOI: https://doi.org/10.1007/BF02481969