假设检验中的理性与无偏性

Rationality and Unbiasedness in Hypothesis Testing

Journal of the American Statistical Association · 1994
被引 2
ABS 4

中文导读

定义了“理性准则”,用于处理删失数据的统计方法。在假设检验中,将该准则应用于比较两个分布尺度参数的一致最强大无偏检验时,有时能确定无偏检验,有时不能,从而探讨理性与无偏性哪个更合理。

Abstract

Abstract The notion of a "rationality criterion" is defined. This criterion reflects a desirable property for statistical procedures that deal with censored data. In hypothesis testing situations, we show that when adapting this criterion to a uniformly most powerful unbiased (UMPU) test of comparing the scale parameters of two distributions, sometimes it is possible to determine a test so that it is unbiased and sometimes this is impossible. The question thus remains: What is more "rational"—the "rationality criterion" or unbiasedness? Key Words: Censoring principleLikelihood principleNeyman-Pearsonian inferenceType I censoringUnbiased testing

假设检验删失数据计量经济学统计学无偏检验