On the optimality of differentiated SPR tests of composite hypotheses |
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| Authors: | S. Holm |
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| Affiliation: | (1) Department of Mathematics, Chalmers University of Technology, S-412 96 Göteborg, Sweden |
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| Abstract: | Summary It is shown that differentiated SPR tests, which are limiting cases of ordinary SPR tests, are asymptotically optimal in a decision-theoretic formulation for composite hypotheses in one-parameter problems. It is also given some results connected with comparisons of different tests in this case. |
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