Moreira, Humberto; Moreira, Marcelo J. - FGV/EPGE Escola Brasileira de Economia e Finanças, … - 2013
This paper considers tests which maximize the weighted average power (WAP). The focus is on determining WAP tests subject to an uncountable number of equalities and/or inequalities. The unifying theory allows us to obtain tests with correct size, similar tests, and unbiased tests, among others....