Hansen, Peter Reinhard (contributor) - 2003 - [Elektronische Ressource]
: (401) 863 9864, Email: Peter_Hansen@brown.edu
Abstract
2
Test statistics that are suitable for testing composite …
,
n = 1,2,... denote test statistics that are measurable mappings from (Ω,F) into (R,B),
where B is the Borel σ … situation where T is non-pivotal. The main complication in composite hypothesis testing
is the lack of pivotal test statistics …