On the GLR and UMP tests in the family with support dependent on the parameter

Abbas Eftekharian, S. Mahmoud Taheri
2015 Statistics, Optimization and Information Computing  
Some general results about the GLR tests, for testing simple hypothesis versus two-sided hypothesis, in the family with support dependent on the parameter, are obtained. In addition, we show that such GLR tests are equivalent to the UMP tests in the same problems. Moreover, we derive the general form of the UMP tests for testing an interval hypothesis versus two-sided alternative.
doi:10.19139/107 fatcat:bnaqgkceybcxro4cw5wtvngxoy