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Autor principal: Perlman, Michael D.
Formato: Preprint
Publicado: 2024
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Acceso en línea:https://arxiv.org/abs/2404.13248
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author Perlman, Michael D.
author_facet Perlman, Michael D.
contents A {\it pure significance test} (PST) tests a simple null hypothesis $H_f:Y\sim f$ {\it without specifying an alternative hypothesis} by rejecting $H_f$ for {\it small} values of $f(Y)$. When the sample space supports a proper uniform pmf $f_\mathrm{unif}$, the PST can be viewed as a classical likelihood ratio test for testing $H_f$ against this uniform alternative. Under this interpretation, standard test features such as power, Kullback-Leibler divergence, and expected $p$-value can be considered. This report focuses on PSTs for multinomial and binomial distributions, and for the related goodness-of-fit testing problems with the uniform alternative. The case of repeated observations cannot be reduced to the single observation case via sufficiency. The {\it ordered binomial distribution}, apparently new, arises in the course of this study.
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publishDate 2024
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spellingShingle Pure Significance Tests for Multinomial and Binomial Distributions: the Uniform Alternative
Perlman, Michael D.
Statistics Theory
62F03 (Primary)
A {\it pure significance test} (PST) tests a simple null hypothesis $H_f:Y\sim f$ {\it without specifying an alternative hypothesis} by rejecting $H_f$ for {\it small} values of $f(Y)$. When the sample space supports a proper uniform pmf $f_\mathrm{unif}$, the PST can be viewed as a classical likelihood ratio test for testing $H_f$ against this uniform alternative. Under this interpretation, standard test features such as power, Kullback-Leibler divergence, and expected $p$-value can be considered. This report focuses on PSTs for multinomial and binomial distributions, and for the related goodness-of-fit testing problems with the uniform alternative. The case of repeated observations cannot be reduced to the single observation case via sufficiency. The {\it ordered binomial distribution}, apparently new, arises in the course of this study.
title Pure Significance Tests for Multinomial and Binomial Distributions: the Uniform Alternative
topic Statistics Theory
62F03 (Primary)
url https://arxiv.org/abs/2404.13248