Summary
It is proved that most stringent tests as introduced in [19] are closely connected with least favorable distributions. By a generalization of the fundamental lemma of Neyman and Pearson to finitely additive set functions it is shown that most stringent tests have a 0–1-structure.
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Die Arbeit entstand im Rahmen eines von der Deutschen Forschungsgemeinschaft finanzierten Forschungsvorhabens.
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Plachky, D. Strenge Tests und ungünstigste Verteilungen. Z. Wahrscheinlichkeitstheorie verw Gebiete 14, 331–343 (1970). https://doi.org/10.1007/BF00533670
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DOI: https://doi.org/10.1007/BF00533670