Locally Most Powerful Test for the Mixing Proportion

Consider a p-mixture of two completely specified d.f.'s.$F_{1}$and$F_{2}$with p.d.f.'s$f_{1}$and$f_{2}$respectively. Let$f=pf_{1}+(1-p)f_{2}$. It is shown that the locally most powerful test for testing$H_{0}\colon p=1$against$H_{1}\colon p

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Bibliographic Details
Published in:Sankhyā. Series B 1979-05, Vol.41 (1/2), p.91-100
Main Authors: Durairajan, T. M., Kale, B. K.
Format: Article
Language:English
Subjects:
Gaussian distributions
Proportions
Online Access:Get full text
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Summary:Consider a p-mixture of two completely specified d.f.'s.$F_{1}$and$F_{2}$with p.d.f.'s$f_{1}$and$f_{2}$respectively. Let$f=pf_{1}+(1-p)f_{2}$. It is shown that the locally most powerful test for testing$H_{0}\colon p=1$against$H_{1}\colon p
ISSN:0581-5738