MINIMAX ONE-SIDED KOLMOGOROV-TYPE DISTRIBUTION-FREE TESTS

Authors
PYKE R
Citation
R. Pyke, MINIMAX ONE-SIDED KOLMOGOROV-TYPE DISTRIBUTION-FREE TESTS, Journal of Applied Probability, 31A, 1994, pp. 291-308
Citations number
20
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of Applied Probability → ACNP
ISSN journal
00219002
Volume
31A
Year of publication
1994
Pages
291 - 308
Database
ISI
SICI code
0021-9002(1994)31A:<291:MOKDT>2.0.ZU;2-A
Abstract
A family of distribution-free statistics along with related tests is d efined and properties of its members are studied. These statistics, on e of which is the Smimov-Wald and Wolfowitz statistic, D(n)+, yield te sts of the one-sided hypotheses. The minimax and maximin tests in this family against a restricted class of alternatives of minimum power ar e obtained. The connection to a confidence bound of Stringer for the m ean is also remarked.