Search for tag: "karlin-rubin theorem"

Test-Related Optimality

Since there is a one-to-one correspondence between confidence sets and tests of hypotheses, there is some correspondence between the optimality of tests and the optimality of confidence sets. …

From  Jane Harvill 128 plays 0  

Example. Karlin-Rubin Theorem for Test of Exponential Rate

Illustrate using the Karlin-Rubin Theorem to find the uniformly most powerful test on the rate of an exponential distribution. Also illustrated is showing the gamma family of distributions, when the…

From  Jane Harvill 323 plays 0  

Example. Karlin-Rubin Theorem for Test of Poisson Rate

Illustrate the Karlin-Rubin Theorem and monotone likelihood ratio for an upper-tailed test on the rate of a Poisson.

From  Jane Harvill 569 plays 0