Estimating statistical hypotheses

For measuring the weight of evidence for an alternative H1 to a hypothesis H0 or the degree of safety with which H0 can be rejected, this paper suggests an estimator of the indicator function of H1, with two separate squared error loss functions, and a bound on the risk under H0.

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Year of publication:	1995
Authors:	Blyth, Colin R. ; Staudte, Robert G.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 23.1995, 1, p. 45-52
Publisher:	Elsevier
Keywords:	Hypothesis testing Randomization Estimation Degree of safety Weight of evidence p-value Significance probability Likelihood ratio estimator Acceptability profile

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005053183