On the Construction of Majorizing Tests

Berhnshtein describes a method that will make it possible to sequentially construct tests majorizing a given test that does not belong to a complete class. In certain instances, the method yields a test that belongs to a complete class and majorizes a given test after a finite number of steps. In pa...

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Bibliographic Details
Published in:Theory of probability and its applications 1980-01, Vol.25 (1), p.16-26
Main Author: Bernshtein, A. V.
Format: Article
Language:English
Subjects:
Mathematical problems
Probability
Test procedures
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Summary:Berhnshtein describes a method that will make it possible to sequentially construct tests majorizing a given test that does not belong to a complete class. In certain instances, the method yields a test that belongs to a complete class and majorizes a given test after a finite number of steps. In particular, if Λ is a polyhedral convex cone, then a test φ ∈ Φ (Λ) is constructed explicitly that majorizes a given test ψ ∈ Φ.
ISSN:0040-585X
1095-7219
DOI:10.1137/1125002