Abstract
The problem of “optimum” tests has two aspects: (1) the choice of a definition of “optimum,” and (2) the mathematical problem of constructing the test. The second problem may be difficult, but at least it is definite once an “optimum” test has been defined. But the definition itself involves a considerable amount of arbitrariness. Clearly, the definition should be “reasonable” from the point of view of the statistician (which is a very vague requirement) and it should be realizable, that is, an “optimum” test must exist, at least under certain conditions (which is trivial). Furthermore, even a theoretically “best” test is of no use if it cannot be brought into a form suitable for applications. When deciding which of two tests is “better” one ought to take into account not only their power functions but also the labor required for carrying out the tests.
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© 1994 Springer Science+Business Media New York
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Hoeffding, W. (1994). “Optimum” Nonparametric Tests. In: Fisher, N.I., Sen, P.K. (eds) The Collected Works of Wassily Hoeffding. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-0865-5_11
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