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Large sample tests of statistical hypotheses concerning several parameters with applications to problems of estimation

Published online by Cambridge University Press:  24 October 2008

C. Radhakrishna Rao
C. Radhakrishna Rao
Affiliation:
King's CollegeCambridge
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Extract

If the probability differential of a set of stochastic variates contains k unknown parameters, the statistical hypotheses concerning them may be simple or composite. The hypothesis leading to a complete specification of the values of the k parameters is called a simple hypothesis, and the one leading to a collection of admissible sets a composite hypothesis. In this paper we shall be concerned with the testing of these two types of hypotheses on the basis of a large number of observations from any probability distribution satisfying some mild restrictions and their use in problems of estimation.

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 44 , Issue 1 , January 1948 , pp. 50 - 57
Copyright
Copyright © Cambridge Philosophical Society 1948

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References

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