Ein kombiniertes test & klassifikations-problem

Summary A decision process is considered which consists of two steps: First, a nullhypothesis H₀ is to be tested. If H₀ is rejected, a decision is to be made as to which of the alternative hypotheses H₁, H₂, ... H _k is valid. This second step is called "classification". It is assumed, that in case H₀ is not valid, each of the alternative hypotheses H₁, H₂, ... H _k has the same probability. Starting with this assumption, an optimal decision process is developed which has a specified level of significance α (i.e. by which the nullhypothesis H₀ is accepted with probability α, if it is valid), and for which the probability of a correct classification is a maximum in the case where the nullhypothesis is not valid. This decision process rests on a generalisation of the fundamental lemma of Neyman and Pearson, similar to that used in discriminant analysis.