Abstract
In a one-parameter exponential family, uniformly most powerful tests are stated for particular, but important hypotheses. Moreover, uniformly most powerful unbiased tests are shown in other cases and in multiparameter exponential families. Statistical tests for several parameters simultaneously are considered with a focus on likelihood-ratio tests, where representations and asymptotic properties are obtained. Throughout, proofs and derivations are given, and several examples illustrate the results.
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Bedbur, S., Kamps, U. (2021). Hypotheses Testing. In: Multivariate Exponential Families: A Concise Guide to Statistical Inference. SpringerBriefs in Statistics. Springer, Cham. https://doi.org/10.1007/978-3-030-81900-2_5
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DOI: https://doi.org/10.1007/978-3-030-81900-2_5
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