Abstract
For a simple versus simple hypothesis testing, in the continuous case, there exists an exact ancillary statistic, which is a function of the likelihood ratio. This fact may be used to assess error probabilities in a conditional sense. A simulation strategy is proposed to compute conditional error probabilities when these are not available in a closed form. As an application, discriminating between group families is considered.
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Pace, L., Salvan, A. Simple Ancillaries. Sankhya A 76, 15–24 (2014). https://doi.org/10.1007/s13171-013-0043-y
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DOI: https://doi.org/10.1007/s13171-013-0043-y
Keywords and phrases
- Acceptance sampling
- conditional inference
- error probabilities
- likelihood ratio symmetry
- likelihood ratio test
- Neyman–Pearson lemma